+132.2%
LLY vs VUG
+78.4%
+53.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -4.5% | -3.4% | -1.1% | -3.2% |
| 30D | +13.9% | -11.1% | +25.0% | +19.2% |
| 3M | +13.8% | -7.2% | +21.0% | +16.8% |
| 6M | +37.6% | -4.1% | +41.7% | +38.5% |
| YTD | +26.6% | +1.4% | +25.2% | +23.4% |
| 1Y | +45.3% | +1.9% | +43.4% | +41.2% |
| 3Y | +132.2% | +77.7% | +54.5% | +59.2% |
| All | +132.2% | +78.4% | +53.8% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling