+92.7%
LLY vs VYM
+64.8%
+27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -3.1% | -1.0% | -2.1% | -2.4% |
| 30D | -8.6% | -2.0% | -6.6% | -7.3% |
| 3M | -1.6% | +3.1% | -4.7% | -3.8% |
| 6M | +11.8% | +8.9% | +2.9% | +5.2% |
| YTD | +5.1% | +14.7% | -9.6% | -4.7% |
| 1Y | +50.7% | +19.4% | +31.3% | +32.7% |
| All | +92.7% | +64.8% | +27.9% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling