+144.6%
LLY vs VZ
+56.8%
+87.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.6% | +2.4% | -0.7% | +1.4% |
| 30D | +21.5% | +11.2% | +10.3% | +20.6% |
| 3M | +16.4% | 0.0% | +16.4% | +16.3% |
| 6M | +51.5% | +1.3% | +50.2% | +51.0% |
| YTD | +33.9% | +21.3% | +12.7% | +32.6% |
| 1Y | +49.1% | +23.9% | +25.2% | +47.6% |
| 3Y | +144.6% | +57.7% | +86.9% | +148.1% |
| All | +144.6% | +56.8% | +87.8% | +148.1% |
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