+483.3%
LLY vs VUG
+62.0%
+421.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +6.7% | +2.5% | +4.2% | +5.8% |
| 30D | +19.6% | -6.3% | +25.8% | +22.2% |
| 3M | +19.7% | -6.0% | +25.7% | +22.1% |
| 6M | +42.7% | -3.5% | +46.3% | +43.7% |
| YTD | +35.1% | +3.9% | +31.2% | +31.7% |
| 1Y | +42.2% | +5.1% | +37.1% | +37.8% |
| 3Y | +140.8% | +77.9% | +62.9% | +90.4% |
| All | +483.3% | +62.0% | +421.3% | +372.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling