+1,560.7%
LLY vs VTR
+100.2%
+1,460.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -3.2% | -1.8% | -1.3% | -2.9% |
| 30D | -7.4% | +4.0% | -11.4% | -7.9% |
| 3M | -1.0% | +7.8% | -8.9% | -2.0% |
| 6M | +12.5% | +6.4% | +6.1% | +11.5% |
| YTD | +5.0% | +18.3% | -13.3% | +2.6% |
| 1Y | +49.8% | +33.9% | +15.8% | +44.0% |
| 3Y | +95.5% | +134.3% | -38.8% | +76.3% |
| 5Y | +390.7% | +90.3% | +300.4% | +349.3% |
| All | +1,560.7% | +100.2% | +1,460.5% | +1,421.5% |
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