-5.4%
LII vs VLTO
+54.8%
-60.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.2% |
| 7D | -0.6% | +5.4% | -6.0% | -3.3% |
| 30D | -4.6% | +22.3% | -26.9% | -14.2% |
| 3M | -21.2% | +19.6% | -40.8% | -28.3% |
| 6M | -36.4% | +35.2% | -71.6% | -45.9% |
| YTD | -28.9% | +17.9% | -46.8% | -35.3% |
| 1Y | -29.5% | +19.5% | -49.0% | -36.5% |
| 3Y | -8.6% | +73.9% | -82.5% | -25.9% |
| All | -5.4% | +54.8% | -60.3% | -21.2% |
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