+4,834.0%
LLY vs VIG
+655.8%
+4,178.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | -0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.7% |
| 30D | +21.5% | +4.9% | +16.6% | +16.9% |
| 3M | +18.5% | +2.9% | +15.5% | +15.8% |
| 6M | +49.1% | +11.2% | +37.9% | +36.5% |
| YTD | +34.4% | +16.0% | +18.4% | +19.1% |
| 1Y | +46.3% | +17.0% | +29.3% | +28.7% |
| 3Y | +145.5% | +66.9% | +78.6% | +61.1% |
| 5Y | +472.7% | +65.8% | +406.9% | +274.0% |
| 10Y | +2,049.9% | +263.6% | +1,786.3% | +603.7% |
| All | +4,834.0% | +655.8% | +4,178.1% | +692.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling