+165.4%
LII vs VT
+215.5%
-50.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -0.6% | -2.3% | +1.7% | +1.7% |
| 30D | -4.6% | -5.0% | +0.4% | +0.1% |
| 3M | -21.2% | -4.9% | -16.3% | -17.4% |
| 6M | -36.4% | -1.5% | -34.9% | -35.4% |
| YTD | -28.9% | +8.5% | -37.4% | -34.0% |
| 1Y | -29.5% | +11.4% | -40.9% | -36.2% |
| 3Y | -8.6% | +70.1% | -78.6% | -43.6% |
| 5Y | +20.2% | +53.7% | -33.5% | -19.0% |
| All | +165.4% | +215.5% | -50.2% | -5.4% |
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