+49.8%
LLY vs VTR
+35.8%
+14.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -3.2% | -1.8% | -1.3% | -2.7% |
| 30D | -7.4% | +4.0% | -11.4% | -8.4% |
| 3M | -1.0% | +7.8% | -8.9% | -1.8% |
| 6M | +12.5% | +6.4% | +6.1% | +12.1% |
| YTD | +5.0% | +18.3% | -13.3% | +2.4% |
| 1Y | +49.8% | +33.9% | +15.8% | +38.5% |
| All | +49.8% | +35.8% | +14.0% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling