+1,295.0%
LII vs VIG
+648.1%
+646.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | -2.0% | +4.3% | -6.2% | -6.6% |
| 3M | -20.2% | +2.0% | -22.3% | -22.1% |
| 6M | -32.5% | +10.2% | -42.7% | -39.4% |
| YTD | -27.4% | +14.8% | -42.2% | -37.4% |
| 1Y | -28.2% | +17.5% | -45.6% | -39.7% |
| 3Y | -7.2% | +67.4% | -74.6% | -47.5% |
| 5Y | +19.9% | +63.4% | -43.5% | -29.0% |
| 10Y | +168.6% | +259.9% | -91.3% | -38.4% |
| All | +1,295.0% | +648.1% | +646.9% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling