+170.7%
LII vs VT
+214.8%
-44.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +1.1% |
| 7D | +0.2% | -4.2% | +4.4% | +4.4% |
| 30D | -4.6% | -5.8% | +1.2% | +1.0% |
| 3M | -21.7% | -5.2% | -16.4% | -17.6% |
| 6M | -32.8% | +0.1% | -32.9% | -32.7% |
| YTD | -27.5% | +8.2% | -35.7% | -32.5% |
| 1Y | -28.0% | +10.1% | -38.1% | -34.1% |
| 3Y | -7.2% | +69.7% | -76.9% | -42.6% |
| 5Y | +22.6% | +53.4% | -30.8% | -17.2% |
| All | +170.7% | +214.8% | -44.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling