+1,453.0%
LII vs VIG
+623.5%
+829.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.2% |
| 30D | -12.6% | -1.0% | -11.6% | -11.6% |
| 3M | -24.4% | +2.8% | -27.2% | -26.4% |
| 6M | -28.7% | +8.2% | -36.9% | -34.3% |
| YTD | -19.1% | +11.0% | -30.2% | -27.6% |
| 1Y | -29.7% | +16.1% | -45.8% | -40.1% |
| 3Y | +4.8% | +56.2% | -51.4% | -35.7% |
| 5Y | +24.6% | +63.0% | -38.4% | -25.9% |
| 10Y | +169.2% | +241.4% | -72.2% | -34.3% |
| All | +1,453.0% | +623.5% | +829.5% | +38.0% |
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