+6,409.3%
LLY vs VTR
+1,510.6%
+4,898.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.6% | +3.8% | -2.2% | +1.1% |
| 30D | +21.5% | +10.1% | +11.3% | +19.8% |
| 3M | +16.4% | -1.2% | +17.6% | +16.6% |
| 6M | +51.5% | +4.8% | +46.7% | +50.3% |
| YTD | +33.9% | +18.9% | +15.0% | +30.4% |
| 1Y | +49.1% | +21.8% | +27.3% | +44.6% |
| 3Y | +144.6% | +132.0% | +12.6% | +116.2% |
| 5Y | +466.3% | +94.7% | +371.7% | +408.5% |
| 10Y | +2,024.1% | +136.8% | +1,887.3% | +1,657.2% |
| All | +6,409.3% | +1,510.6% | +4,898.7% | +4,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling