-8.6%
LII vs VCLT
+16.8%
-25.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.6% | +0.3% | -0.9% | -0.9% |
| 30D | -4.6% | +3.7% | -8.3% | -8.1% |
| 3M | -21.2% | -1.0% | -20.3% | -20.4% |
| 6M | -36.4% | -3.4% | -33.1% | -33.9% |
| YTD | -28.9% | -2.6% | -26.3% | -26.6% |
| 1Y | -29.5% | -3.3% | -26.3% | -26.7% |
| 3Y | -8.6% | +17.3% | -25.9% | -16.3% |
| All | -8.6% | +16.8% | -25.4% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling