+322.5%
VOO vs LLY
+1,551.2%
-1,228.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -1.4% | -8.6% | +7.2% | +0.6% |
| 3M | +3.7% | -1.6% | +5.4% | +3.7% |
| 6M | +13.0% | +11.8% | +1.2% | +9.1% |
| YTD | +12.4% | +5.1% | +7.3% | +9.6% |
| 1Y | +18.6% | +50.7% | -32.1% | +5.1% |
| 3Y | +78.1% | +95.7% | -17.6% | +40.9% |
| 5Y | +82.3% | +390.2% | -307.9% | +5.2% |
| 10Y | +322.5% | +1,580.3% | -1,257.8% | +59.4% |
| All | +322.5% | +1,551.2% | -1,228.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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