-9.3%
LII vs VO
+66.9%
-76.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | -1.5% |
| 7D | -1.2% | -0.1% | -1.0% | -1.1% |
| 30D | -2.0% | +0.5% | -2.5% | -2.7% |
| 3M | -20.2% | -1.0% | -19.2% | -19.2% |
| 6M | -32.5% | +6.4% | -39.0% | -37.6% |
| YTD | -27.4% | +13.6% | -41.0% | -38.1% |
| 1Y | -28.2% | +14.5% | -42.6% | -39.3% |
| All | -9.3% | +66.9% | -76.2% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling