+1,549.9%
LLY vs VTV
+234.5%
+1,315.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.1% |
| 30D | -8.4% | -1.0% | -7.4% | -7.7% |
| 3M | -3.8% | +4.6% | -8.4% | -6.9% |
| 6M | +11.9% | +13.5% | -1.6% | +2.1% |
| YTD | +4.3% | +18.5% | -14.2% | -7.8% |
| 1Y | +48.5% | +22.9% | +25.6% | +27.8% |
| 3Y | +91.2% | +67.8% | +23.4% | +31.7% |
| 5Y | +387.5% | +81.8% | +305.6% | +214.8% |
| All | +1,549.9% | +234.5% | +1,315.4% | +542.8% |
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