+163.0%
LII vs VYM
+209.2%
-46.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.4% |
| 7D | -6.3% | -0.8% | -5.5% | -5.5% |
| 30D | -13.0% | -2.2% | -10.8% | -11.0% |
| 3M | -29.0% | +3.1% | -32.1% | -30.9% |
| 6M | -27.7% | +9.7% | -37.4% | -33.4% |
| YTD | -24.2% | +14.9% | -39.1% | -33.2% |
| 1Y | -34.8% | +17.6% | -52.4% | -43.7% |
| 3Y | -4.2% | +65.3% | -69.5% | -39.1% |
| 5Y | +20.9% | +78.7% | -57.8% | -27.0% |
| All | +163.0% | +209.2% | -46.2% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling