+76.9%
VOO vs LLY
+145.7%
-68.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.5% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | -3.6% | +21.5% | -25.1% | -5.7% |
| 3M | -2.7% | +16.4% | -19.2% | -4.4% |
| 6M | +2.2% | +51.5% | -49.2% | -2.9% |
| YTD | +10.9% | +33.9% | -23.0% | +6.5% |
| 1Y | +11.3% | +49.1% | -37.8% | +5.3% |
| 3Y | +76.9% | +144.6% | -67.7% | +59.4% |
| All | +76.9% | +145.7% | -68.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling