+22.4%
LII vs VTEB
+1.5%
+20.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.5% |
| 7D | +0.5% | -0.7% | +1.2% | +1.8% |
| 30D | -11.2% | -2.1% | -9.2% | -7.7% |
| 3M | -28.8% | -2.7% | -26.1% | -25.0% |
| 6M | -26.9% | -2.1% | -24.8% | -23.7% |
| YTD | -22.2% | -1.1% | -21.1% | -20.0% |
| 1Y | -32.0% | +1.3% | -33.3% | -32.6% |
| 3Y | -0.4% | +9.0% | -9.4% | -12.8% |
| 5Y | +22.4% | +1.5% | +20.9% | +11.2% |
| All | +22.4% | +1.5% | +20.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling