+3,871.5%
LLY vs VGT
+2,075.1%
+1,796.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +1.6% | -4.1% | +5.8% | +3.5% |
| 30D | +21.5% | -13.6% | +35.1% | +29.2% |
| 3M | +16.4% | -8.0% | +24.4% | +20.0% |
| 6M | +51.5% | -1.5% | +53.0% | +49.4% |
| YTD | +33.9% | +17.7% | +16.2% | +20.6% |
| 1Y | +49.1% | +13.8% | +35.3% | +36.2% |
| 3Y | +144.6% | +101.6% | +43.0% | +64.6% |
| 5Y | +466.3% | +106.7% | +359.6% | +264.5% |
| 10Y | +2,024.1% | +717.0% | +1,307.2% | +505.9% |
| All | +3,871.5% | +2,075.1% | +1,796.4% | +486.8% |
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 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