+48.3%
LLY vs VG
+45.2%
+3.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.9% |
| 7D | -0.7% | -22.0% | +21.4% | -1.8% |
| 30D | +17.9% | -14.7% | +32.6% | +17.2% |
| 3M | +16.8% | -7.1% | +23.9% | +16.6% |
| 6M | +38.4% | -11.2% | +49.6% | +37.9% |
| YTD | +27.6% | +69.8% | -42.2% | +28.1% |
| 1Y | +48.3% | +49.9% | -1.5% | +49.4% |
| All | +48.3% | +45.2% | +3.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling