+2,006.3%
LLY vs VUG
+405.9%
+1,600.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.0% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +19.7% | -8.2% | +27.9% | +24.3% |
| 3M | +19.3% | -5.4% | +24.7% | +22.0% |
| 6M | +49.3% | -2.5% | +51.9% | +49.8% |
| YTD | +32.0% | +4.2% | +27.8% | +27.8% |
| 1Y | +53.7% | +5.0% | +48.7% | +48.1% |
| 3Y | +143.7% | +81.7% | +62.0% | +76.6% |
| 5Y | +463.9% | +62.5% | +401.4% | +328.8% |
| 10Y | +2,006.3% | +396.3% | +1,610.0% | +659.7% |
| All | +2,006.3% | +405.9% | +1,600.5% | +659.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling