-8.6%
LII vs VO
+60.2%
-68.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -2.6% | +1.9% | +2.9% |
| 30D | -4.6% | -0.9% | -3.6% | -3.4% |
| 3M | -21.2% | -3.0% | -18.2% | -17.9% |
| 6M | -36.4% | +2.2% | -38.6% | -37.9% |
| YTD | -28.9% | +10.6% | -39.5% | -37.1% |
| 1Y | -29.5% | +12.5% | -42.0% | -39.0% |
| 3Y | -8.6% | +61.4% | -70.0% | -48.1% |
| All | -8.6% | +60.2% | -68.8% | -48.1% |
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 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