+168.6%
LII vs VCLT
+20.2%
+148.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -2.0% | +3.4% | -5.3% | -3.7% |
| 3M | -20.2% | -0.9% | -19.4% | -19.8% |
| 6M | -32.5% | -3.1% | -29.4% | -31.1% |
| YTD | -27.4% | -2.4% | -25.0% | -26.1% |
| 1Y | -28.2% | -2.7% | -25.5% | -26.8% |
| 3Y | -7.2% | +16.9% | -24.1% | -13.3% |
| 5Y | +19.9% | -17.0% | +36.9% | +25.2% |
| 10Y | +168.6% | +22.1% | +146.5% | +181.8% |
| All | +168.6% | +20.2% | +148.4% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling