+104.7%
LLY vs VZ
+79.4%
+25.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.6% | +7.9% | -9.5% | -2.1% |
| 3M | +2.3% | +13.6% | -11.4% | +1.3% |
| 6M | +14.9% | +1.1% | +13.8% | +14.5% |
| YTD | +7.5% | +29.3% | -21.8% | +5.8% |
| 1Y | +55.7% | +21.2% | +34.4% | +53.8% |
| All | +104.7% | +79.4% | +25.3% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling