+1,392.2%
LII vs VT
+356.1%
+1,036.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -6.9% | -1.6% | -5.3% | -5.5% |
| 30D | -2.8% | -2.5% | -0.3% | -0.5% |
| 3M | -20.0% | -1.3% | -18.7% | -19.2% |
| 6M | -33.8% | +3.1% | -36.9% | -35.5% |
| YTD | -28.0% | +10.9% | -38.9% | -34.4% |
| 1Y | -29.0% | +12.1% | -41.1% | -35.9% |
| 3Y | -7.8% | +73.9% | -81.7% | -44.2% |
| 5Y | +22.7% | +58.0% | -35.3% | -18.2% |
| 10Y | +173.6% | +225.5% | -51.8% | -7.5% |
| All | +1,392.2% | +356.1% | +1,036.1% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling