+46.3%
LLY vs VUG
+4.1%
+42.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.2% |
| 7D | +1.4% | -1.1% | +2.4% | +1.3% |
| 30D | +21.5% | -7.0% | +28.5% | +21.6% |
| 3M | +18.5% | -3.7% | +22.2% | +18.2% |
| 6M | +49.1% | -1.6% | +50.7% | +48.6% |
| YTD | +34.4% | +5.1% | +29.2% | +27.6% |
| 1Y | +46.3% | +3.8% | +42.5% | +39.1% |
| All | +46.3% | +4.1% | +42.2% | +39.1% |
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