+1,545.2%
LLY price history and return analytics
+221.4%
+1,323.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.7% |
| 30D | -5.1% | -0.2% | -4.8% | -5.0% |
| 3M | -2.1% | +4.5% | -6.6% | -5.1% |
| 6M | +13.8% | +14.1% | -0.2% | +4.1% |
| YTD | +5.1% | +14.8% | -9.7% | -4.4% |
| 1Y | +53.1% | +21.2% | +31.9% | +34.3% |
| 3Y | +95.6% | +76.6% | +19.1% | +34.9% |
| 5Y | +361.5% | +66.6% | +294.9% | +227.1% |
| 10Y | +1,545.2% | +222.3% | +1,322.9% | +601.5% |
| All | +1,545.2% | +221.4% | +1,323.7% | +601.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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