+1,545.2%
LLY vs VUG
+408.5%
+1,136.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.5% |
| 30D | -5.1% | -1.4% | -3.6% | -4.5% |
| 3M | -2.1% | +2.3% | -4.4% | -3.6% |
| 6M | +13.8% | +15.7% | -1.8% | +5.1% |
| YTD | +5.1% | +8.6% | -3.5% | 0.0% |
| 1Y | +53.1% | +14.1% | +39.1% | +41.9% |
| 3Y | +95.6% | +87.9% | +7.7% | +39.8% |
| 5Y | +361.5% | +76.3% | +285.2% | +236.1% |
| 10Y | +1,545.2% | +409.7% | +1,135.5% | +461.8% |
| All | +1,545.2% | +408.5% | +1,136.6% | +461.8% |
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