+49.8%
LLY vs VIG
+12.7%
+37.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -3.2% | -2.2% | -0.9% | -0.6% |
| 30D | -7.4% | -3.2% | -4.2% | -3.9% |
| 3M | -1.0% | +3.0% | -4.1% | -4.3% |
| 6M | +12.5% | +8.1% | +4.4% | +2.7% |
| YTD | +5.0% | +9.1% | -4.1% | -4.9% |
| 1Y | +49.8% | +12.6% | +37.2% | +26.9% |
| All | +49.8% | +12.7% | +37.0% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling