+390.2%
LLY vs VTR
+88.4%
+301.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -8.6% | -2.8% | -5.8% | -8.0% |
| 3M | -1.6% | +9.0% | -10.7% | -3.5% |
| 6M | +11.8% | +5.0% | +6.9% | +10.5% |
| YTD | +5.1% | +16.9% | -11.8% | +1.2% |
| 1Y | +50.7% | +34.3% | +16.4% | +40.2% |
| 3Y | +95.7% | +131.6% | -35.9% | +65.5% |
| 5Y | +390.2% | +88.0% | +302.2% | +321.1% |
| All | +390.2% | +88.4% | +301.7% | +321.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling