+1,575.6%
LII vs VT
+374.2%
+1,201.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | +0.4% | -1.2% | -1.1% |
| 30D | -12.6% | +1.0% | -13.6% | -13.4% |
| 3M | -24.4% | +2.4% | -26.8% | -25.9% |
| 6M | -28.7% | +12.0% | -40.7% | -35.5% |
| YTD | -19.1% | +15.3% | -34.5% | -28.9% |
| 1Y | -29.7% | +22.6% | -52.3% | -41.6% |
| 3Y | +4.8% | +74.7% | -69.9% | -36.7% |
| 5Y | +24.6% | +66.1% | -41.6% | -20.6% |
| 10Y | +169.2% | +225.0% | -55.8% | -8.8% |
| All | +1,575.6% | +374.2% | +1,201.4% | +358.9% |
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