+27.6%
LII vs VO
+42.6%
-15.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | -0.7% | -0.3% | -0.5% | -0.4% |
| 30D | -12.6% | -0.3% | -12.3% | -12.2% |
| 3M | -24.4% | +2.9% | -27.4% | -26.6% |
| 6M | -28.7% | +9.3% | -38.0% | -35.2% |
| YTD | -19.1% | +14.2% | -33.3% | -30.0% |
| 1Y | -29.7% | +15.3% | -45.0% | -39.6% |
| 3Y | +4.8% | +56.2% | -51.5% | -34.7% |
| All | +27.6% | +42.6% | -15.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling