-26.2%
LII vs VYM
+21.8%
-48.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +1.0% |
| 7D | +7.9% | +1.2% | +6.8% | +5.4% |
| 30D | -0.6% | +5.2% | -5.8% | -10.7% |
| 3M | -19.3% | +0.5% | -19.9% | -20.0% |
| 6M | -29.8% | +7.7% | -37.6% | -38.9% |
| YTD | -25.4% | +17.2% | -42.6% | -44.1% |
| 1Y | -26.2% | +21.7% | -47.9% | -48.0% |
| All | -26.2% | +21.8% | -48.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling