+250.8%
LII vs VTEB
+26.8%
+224.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +2.9% | -1.2% | +4.2% | +4.0% |
| 30D | +0.9% | +2.5% | -1.6% | -1.2% |
| 3M | -15.5% | -1.7% | -13.8% | -14.3% |
| 6M | -30.2% | -1.2% | -29.0% | -29.4% |
| YTD | -26.8% | -0.5% | -26.4% | -26.3% |
| 1Y | -25.3% | -0.1% | -25.2% | -25.0% |
| 3Y | -7.8% | +10.5% | -18.2% | -13.6% |
| 5Y | +17.0% | +2.6% | +14.4% | +13.2% |
| 10Y | +169.9% | +22.4% | +147.5% | +201.2% |
| All | +250.8% | +26.8% | +224.0% | +337.4% |
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