+57.3%
LLY vs VUG
+4.9%
+52.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +10.1% | -3.0% | +13.1% | +10.1% |
| 30D | +24.0% | -6.4% | +30.5% | +24.5% |
| 3M | +27.3% | -3.2% | +30.5% | +27.2% |
| 6M | +47.0% | +3.1% | +43.9% | +44.3% |
| YTD | +32.6% | +6.3% | +26.3% | +26.6% |
| 1Y | +57.3% | +5.2% | +52.2% | +50.9% |
| All | +57.3% | +4.9% | +52.5% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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