+38.4%
LLY vs VG
-13.2%
+51.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.8% |
| 7D | -0.7% | -22.0% | +21.4% | -0.8% |
| 30D | +17.9% | -14.7% | +32.6% | +18.0% |
| 3M | +16.8% | -7.1% | +23.9% | +16.3% |
| 6M | +38.4% | -11.2% | +49.6% | +36.7% |
| All | +38.4% | -13.2% | +51.6% | +36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling