+2,080.1%
LLY vs VIG
+262.6%
+1,817.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.7% | +3.5% | +3.3% | +3.9% |
| 30D | +19.6% | +4.9% | +14.6% | +15.2% |
| 3M | +19.7% | +2.5% | +17.2% | +17.5% |
| 6M | +42.7% | +11.0% | +31.7% | +31.5% |
| YTD | +35.1% | +16.0% | +19.2% | +20.5% |
| 1Y | +42.2% | +17.5% | +24.6% | +25.4% |
| 3Y | +140.8% | +67.0% | +73.8% | +62.7% |
| 5Y | +480.6% | +64.8% | +415.8% | +293.4% |
| All | +2,080.1% | +262.6% | +1,817.5% | +682.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling