+75.9%
LLY vs VG
-51.4%
+127.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.7% |
| 7D | -0.7% | -22.0% | +21.4% | -0.4% |
| 30D | +17.9% | -14.7% | +32.6% | +18.1% |
| 3M | +16.8% | -7.1% | +23.9% | +16.8% |
| 6M | +38.4% | -11.2% | +49.6% | +38.2% |
| YTD | +27.6% | +69.8% | -42.2% | +22.5% |
| 1Y | +48.3% | +49.9% | -1.5% | +43.2% |
| All | +75.9% | -51.4% | +127.3% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling