+3,654.4%
LLY vs VUG
+1,157.1%
+2,497.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -4.5% | -3.4% | -1.1% | -2.5% |
| 30D | +13.9% | -11.1% | +25.0% | +21.8% |
| 3M | +13.8% | -7.2% | +21.0% | +18.4% |
| 6M | +37.6% | -4.1% | +41.7% | +39.4% |
| YTD | +26.6% | +1.4% | +25.2% | +23.5% |
| 1Y | +45.3% | +1.9% | +43.4% | +41.2% |
| 3Y | +132.2% | +77.7% | +54.5% | +56.8% |
| 5Y | +434.7% | +57.6% | +377.1% | +277.9% |
| 10Y | +2,084.3% | +398.6% | +1,685.7% | +546.9% |
| All | +3,654.4% | +1,157.1% | +2,497.3% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling