+24.4%
LII vs VCLT
-15.1%
+39.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | +2.1% | +0.3% | +1.8% | +1.8% |
| 30D | -12.4% | -0.6% | -11.8% | -12.0% |
| 3M | -24.8% | -2.2% | -22.6% | -23.2% |
| 6M | -25.2% | -2.9% | -22.3% | -23.1% |
| YTD | -20.3% | -2.1% | -18.2% | -18.5% |
| 1Y | -32.9% | -2.6% | -30.4% | -31.2% |
| 3Y | +2.0% | +12.5% | -10.5% | -5.6% |
| 5Y | +24.4% | -15.3% | +39.7% | +24.3% |
| All | +24.4% | -15.1% | +39.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling