+287.7%
LII vs VTEB
+26.7%
+261.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -0.8% | 0.0% | -0.1% |
| 30D | -12.6% | -1.3% | -11.3% | -11.6% |
| 3M | -24.4% | -2.1% | -22.3% | -23.0% |
| 6M | -28.7% | -1.7% | -27.0% | -27.5% |
| YTD | -19.1% | -0.6% | -18.6% | -18.5% |
| 1Y | -29.7% | +3.1% | -32.8% | -31.0% |
| 3Y | +4.8% | +9.2% | -4.4% | -1.1% |
| 5Y | +24.6% | +2.2% | +22.4% | +20.9% |
| 10Y | +169.2% | +18.8% | +150.4% | +189.2% |
| All | +287.7% | +26.7% | +261.0% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling