-25.3%
LII vs VLTO
+21.9%
-47.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.9% | +1.0% | +1.9% | +2.6% |
| 30D | +0.9% | +17.5% | -16.6% | -4.4% |
| 3M | -15.5% | +21.4% | -36.9% | -20.9% |
| 6M | -30.2% | +38.1% | -68.3% | -36.9% |
| YTD | -26.8% | +19.0% | -45.9% | -32.4% |
| 1Y | -25.3% | +20.7% | -45.9% | -31.5% |
| All | -25.3% | +21.9% | -47.2% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling