+18.8%
LII vs VO
+36.2%
-17.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +3.1% | -0.2% | -0.8% |
| 30D | +0.9% | +2.2% | -1.3% | -1.7% |
| 3M | -15.5% | -2.5% | -13.0% | -13.0% |
| 6M | -30.2% | +7.0% | -37.2% | -35.2% |
| YTD | -26.8% | +14.0% | -40.8% | -36.6% |
| 1Y | -25.3% | +15.6% | -40.9% | -36.2% |
| 3Y | -7.8% | +66.2% | -73.9% | -46.4% |
| All | +18.8% | +36.2% | -17.4% | -17.3% |
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