+41.1%
LLY vs VG
+71.2%
-30.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.5% |
| 7D | +4.6% | +15.1% | -10.5% | +5.4% |
| 30D | +22.4% | -4.2% | +26.5% | +22.3% |
| 3M | +17.1% | -3.1% | +20.2% | +17.2% |
| 6M | +44.6% | +0.3% | +44.3% | +45.2% |
| YTD | +33.5% | +95.5% | -62.0% | +37.0% |
| 1Y | +41.1% | +64.4% | -23.3% | +43.3% |
| All | +41.1% | +71.2% | -30.1% | +43.3% |
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