-6.7%
LII vs VLTO
+68.7%
-75.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +0.2% | +12.0% | -11.8% | -6.1% |
| 30D | -4.6% | +20.8% | -25.4% | -14.3% |
| 3M | -21.7% | +20.1% | -41.8% | -29.4% |
| 6M | -32.8% | +32.6% | -65.4% | -43.0% |
| YTD | -27.5% | +17.3% | -44.8% | -34.2% |
| 1Y | -28.0% | +17.3% | -45.3% | -34.8% |
| All | -6.7% | +68.7% | -75.4% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling