+3,087.0%
LLY vs VUG
+1,251.8%
+1,835.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.6% | -0.3% | -1.3% | -1.5% |
| 3M | +2.3% | -0.7% | +3.0% | +2.0% |
| 6M | +14.9% | +14.6% | +0.3% | +4.7% |
| YTD | +7.5% | +9.0% | -1.6% | +0.8% |
| 1Y | +55.7% | +14.9% | +40.8% | +41.0% |
| 3Y | +110.6% | +86.0% | +24.6% | +39.2% |
| 5Y | +363.4% | +76.7% | +286.7% | +205.8% |
| 10Y | +1,649.0% | +411.3% | +1,237.7% | +415.7% |
| All | +3,087.0% | +1,251.8% | +1,835.2% | +310.8% |
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 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