+1,560.7%
LLY vs VYM
+207.1%
+1,353.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -3.2% | -1.9% | -1.3% | -1.8% |
| 30D | -7.4% | -2.6% | -4.8% | -5.6% |
| 3M | -1.0% | +3.6% | -4.6% | -3.6% |
| 6M | +12.5% | +8.7% | +3.8% | +5.8% |
| YTD | +5.0% | +14.1% | -9.1% | -4.8% |
| 1Y | +49.8% | +17.8% | +31.9% | +32.6% |
| 3Y | +95.5% | +64.5% | +30.9% | +35.0% |
| 5Y | +390.7% | +77.5% | +313.1% | +217.1% |
| All | +1,560.7% | +207.1% | +1,353.6% | +551.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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