-3.5%
LII vs VLTO
+54.1%
-57.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +0.2% | +12.0% | -11.8% | -5.7% |
| 30D | -4.6% | +20.8% | -25.4% | -13.6% |
| 3M | -21.7% | +20.1% | -41.8% | -28.9% |
| 6M | -32.8% | +32.6% | -65.4% | -42.3% |
| YTD | -27.5% | +17.3% | -44.8% | -33.8% |
| 1Y | -28.0% | +17.3% | -45.3% | -34.4% |
| 3Y | -7.2% | +66.9% | -74.1% | -24.1% |
| All | -3.5% | +54.1% | -57.7% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling