+2,006.3%
LLY vs VIG
+267.0%
+1,739.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +19.7% | +4.3% | +15.5% | +16.0% |
| 3M | +19.3% | +2.0% | +17.2% | +17.5% |
| 6M | +49.3% | +10.2% | +39.2% | +38.4% |
| YTD | +32.0% | +14.8% | +17.2% | +18.7% |
| 1Y | +53.7% | +17.5% | +36.2% | +35.7% |
| 3Y | +143.7% | +67.4% | +76.3% | +64.4% |
| 5Y | +463.9% | +63.4% | +400.5% | +284.7% |
| 10Y | +2,006.3% | +259.9% | +1,746.5% | +668.6% |
| All | +2,006.3% | +267.0% | +1,739.4% | +668.6% |
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