-3.4%
LII vs VLTO
+56.1%
-59.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | -1.2% | +2.0% | -3.2% | -2.2% |
| 30D | -2.0% | +21.8% | -23.8% | -11.6% |
| 3M | -20.2% | +20.2% | -40.4% | -27.6% |
| 6M | -32.5% | +36.3% | -68.9% | -42.8% |
| YTD | -27.4% | +18.8% | -46.2% | -34.1% |
| 1Y | -28.2% | +20.4% | -48.6% | -35.5% |
| 3Y | -7.2% | +71.9% | -79.1% | -24.8% |
| All | -3.4% | +56.1% | -59.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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