+167.2%
LII vs VIG
+240.3%
-73.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.5% |
| 7D | +2.1% | -0.4% | +2.5% | +2.6% |
| 30D | -12.4% | -2.1% | -10.3% | -10.3% |
| 3M | -24.8% | +3.3% | -28.1% | -27.1% |
| 6M | -25.2% | +9.3% | -34.4% | -31.4% |
| YTD | -20.3% | +10.1% | -30.4% | -27.4% |
| 1Y | -32.9% | +14.7% | -47.7% | -41.4% |
| 3Y | +2.0% | +56.9% | -54.9% | -34.5% |
| 5Y | +24.4% | +62.9% | -38.5% | -21.9% |
| 10Y | +167.2% | +241.3% | -74.1% | -16.7% |
| All | +167.2% | +240.3% | -73.1% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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