+3,087.0%
LLY vs VTV
+721.7%
+2,365.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -2.1% | +0.5% | -2.7% | -2.5% |
| 30D | -1.6% | +1.1% | -2.7% | -2.4% |
| 3M | +2.3% | +5.9% | -3.6% | -1.9% |
| 6M | +14.9% | +11.6% | +3.3% | +6.3% |
| YTD | +7.5% | +19.8% | -12.3% | -5.5% |
| 1Y | +55.7% | +26.2% | +29.5% | +31.9% |
| 3Y | +110.6% | +68.5% | +42.1% | +45.3% |
| 5Y | +363.4% | +79.9% | +283.5% | +203.4% |
| 10Y | +1,649.0% | +229.7% | +1,419.3% | +630.2% |
| All | +3,087.0% | +721.7% | +2,365.3% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling