+1,579.9%
LLY vs VZ
+62.5%
+1,517.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -5.1% | +7.1% | -12.2% | -7.1% |
| 3M | -2.1% | +12.8% | -14.9% | -5.9% |
| 6M | +13.8% | +1.8% | +12.0% | +12.8% |
| YTD | +5.1% | +30.0% | -24.9% | -4.1% |
| 1Y | +53.1% | +24.3% | +28.8% | +41.5% |
| 3Y | +95.6% | +84.3% | +11.3% | +50.8% |
| 5Y | +361.5% | +25.9% | +335.6% | +321.6% |
| All | +1,579.9% | +62.5% | +1,517.4% | +1,313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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