+390.2%
LLY vs VYM
+76.9%
+313.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 6M | +11.8% | +8.9% | +2.9% | +5.6% |
| YTD | +5.1% | +14.7% | -9.6% | -4.2% |
| 1Y | +50.7% | +19.4% | +31.3% | +33.6% |
| 3Y | +95.7% | +65.4% | +30.3% | +40.4% |
| 5Y | +390.2% | +77.6% | +312.6% | +235.6% |
| All | +390.2% | +76.9% | +313.2% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling