+2,077.5%
LLY vs VTV
+230.1%
+1,847.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +6.6% | +2.9% | +3.7% | +4.4% |
| 30D | +19.4% | +3.8% | +15.6% | +16.4% |
| 3M | +19.6% | +1.6% | +18.0% | +18.4% |
| 6M | +42.6% | +11.2% | +31.4% | +32.1% |
| YTD | +35.0% | +22.0% | +13.0% | +17.0% |
| 1Y | +42.0% | +24.9% | +17.1% | +21.0% |
| 3Y | +140.5% | +78.5% | +62.0% | +59.0% |
| 5Y | +479.9% | +77.8% | +402.1% | +282.1% |
| All | +2,077.5% | +230.1% | +1,847.4% | +798.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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