+2,751.4%
LII vs VO
+797.8%
+1,953.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | -2.6% | +1.9% | +2.0% |
| 30D | -4.6% | -0.9% | -3.6% | -3.7% |
| 3M | -21.2% | -3.0% | -18.2% | -18.8% |
| 6M | -36.4% | +2.2% | -38.6% | -37.4% |
| YTD | -28.9% | +10.6% | -39.5% | -35.0% |
| 1Y | -29.5% | +12.5% | -42.0% | -36.5% |
| 3Y | -8.6% | +61.4% | -70.0% | -41.2% |
| 5Y | +20.2% | +33.4% | -13.2% | -6.7% |
| 10Y | +166.2% | +201.5% | -35.3% | -10.0% |
| All | +2,751.4% | +797.8% | +1,953.6% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling