-7.8%
LII vs VIG
+67.2%
-75.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +3.5% | -0.5% | -2.4% |
| 30D | +0.9% | +4.9% | -4.0% | -6.4% |
| 3M | -15.5% | +2.5% | -18.0% | -18.7% |
| 6M | -30.2% | +11.0% | -41.2% | -40.0% |
| YTD | -26.8% | +16.0% | -42.8% | -40.7% |
| 1Y | -25.3% | +17.5% | -42.8% | -40.5% |
| 3Y | -7.8% | +67.0% | -74.8% | -56.2% |
| All | -7.8% | +67.2% | -75.0% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling