+3,087.0%
LLY vs VGT
+2,283.9%
+803.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | +1.0% | -3.1% | -2.6% |
| 30D | -1.6% | +1.3% | -2.9% | -2.4% |
| 3M | +2.3% | -1.1% | +3.4% | +1.7% |
| 6M | +14.9% | +32.6% | -17.7% | -1.2% |
| YTD | +7.5% | +29.0% | -21.5% | -6.7% |
| 1Y | +55.7% | +39.7% | +16.0% | +29.5% |
| 3Y | +110.6% | +120.9% | -10.3% | +36.7% |
| 5Y | +363.4% | +133.6% | +229.9% | +182.8% |
| 10Y | +1,649.0% | +792.6% | +856.4% | +382.0% |
| All | +3,087.0% | +2,283.9% | +803.1% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling