+165.9%
LII vs VO
+197.6%
-31.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +3.1% | -0.2% | 0.0% |
| 30D | +0.9% | +2.2% | -1.3% | -1.2% |
| 3M | -15.5% | -2.5% | -13.0% | -13.4% |
| 6M | -30.2% | +7.0% | -37.2% | -34.2% |
| YTD | -26.8% | +14.0% | -40.8% | -34.7% |
| 1Y | -25.3% | +15.6% | -40.9% | -34.1% |
| 3Y | -7.8% | +66.2% | -73.9% | -40.3% |
| 5Y | +17.0% | +36.6% | -19.7% | -10.7% |
| All | +165.9% | +197.6% | -31.7% | +2.6% |
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