+42.2%
LLY vs VG
+63.8%
-21.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | +6.7% | +14.0% | -7.2% | +7.5% |
| 30D | +19.6% | -1.0% | +20.5% | +19.7% |
| 3M | +19.7% | -2.7% | +22.4% | +19.8% |
| 6M | +42.7% | +1.5% | +41.3% | +43.4% |
| YTD | +35.1% | +93.7% | -58.6% | +38.5% |
| 1Y | +42.2% | +68.5% | -26.4% | +44.5% |
| All | +42.2% | +63.8% | -21.6% | +44.5% |
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