+827.8%
VOO vs LLY
+4,743.6%
-3,915.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -2.1% | +2.3% | +0.7% |
| 30D | +0.1% | -1.6% | +1.7% | +0.3% |
| 3M | +2.0% | +2.3% | -0.3% | +0.9% |
| 6M | +13.0% | +14.9% | -1.9% | +7.7% |
| YTD | +13.6% | +7.5% | +6.1% | +9.6% |
| 1Y | +20.1% | +55.7% | -35.6% | +3.6% |
| 3Y | +77.6% | +110.6% | -33.0% | +32.9% |
| 5Y | +82.4% | +363.4% | -281.0% | +1.1% |
| 10Y | +316.8% | +1,649.0% | -1,332.1% | +31.9% |
| All | +827.8% | +4,743.6% | -3,915.8% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling