+84.6%
LLY vs VG
-49.4%
+134.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +1.6% | -7.7% | +9.3% | +1.7% |
| 30D | +21.5% | -8.8% | +30.3% | +21.5% |
| 3M | +16.4% | -15.6% | +32.1% | +16.6% |
| 6M | +51.5% | +5.2% | +46.3% | +50.9% |
| YTD | +33.9% | +76.9% | -43.0% | +28.5% |
| 1Y | +49.1% | +42.5% | +6.6% | +44.7% |
| All | +84.6% | -49.4% | +134.0% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling