+144.6%
LLY vs VGT
+105.6%
+39.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +1.6% | -4.1% | +5.8% | +2.5% |
| 30D | +21.5% | -13.6% | +35.1% | +24.8% |
| 3M | +16.4% | -8.0% | +24.4% | +17.9% |
| 6M | +51.5% | -1.5% | +53.0% | +49.5% |
| YTD | +33.9% | +17.7% | +16.2% | +24.0% |
| 1Y | +49.1% | +13.8% | +35.3% | +39.6% |
| 3Y | +144.6% | +101.6% | +43.0% | +89.8% |
| All | +144.6% | +105.6% | +39.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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