+168.6%
LII vs VO
+206.8%
-38.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | -0.4% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | -2.0% | +0.5% | -2.5% | -2.4% |
| 3M | -20.2% | -1.0% | -19.2% | -19.4% |
| 6M | -32.5% | +6.4% | -39.0% | -36.1% |
| YTD | -27.4% | +13.6% | -41.0% | -35.0% |
| 1Y | -28.2% | +14.5% | -42.6% | -36.1% |
| 3Y | -7.2% | +67.2% | -74.5% | -40.2% |
| 5Y | +19.9% | +36.1% | -16.2% | -8.1% |
| 10Y | +168.6% | +199.3% | -30.7% | +1.1% |
| All | +168.6% | +206.8% | -38.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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