+2,080.1%
LLY vs VTR
+130.3%
+1,949.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +6.7% | +0.2% | +6.5% | +6.7% |
| 30D | +19.6% | +5.5% | +14.1% | +18.7% |
| 3M | +19.7% | -0.9% | +20.6% | +19.8% |
| 6M | +42.7% | -0.4% | +43.1% | +42.7% |
| YTD | +35.1% | +17.0% | +18.1% | +32.1% |
| 1Y | +42.2% | +18.0% | +24.2% | +38.9% |
| 3Y | +140.8% | +127.4% | +13.4% | +117.3% |
| 5Y | +480.6% | +92.3% | +388.3% | +430.3% |
| All | +2,080.1% | +130.3% | +1,949.8% | +1,863.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling