-32.6%
LII vs VYM
+18.5%
-51.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +0.3% |
| 7D | -3.5% | -1.9% | -1.6% | +0.5% |
| 30D | -13.5% | -2.6% | -10.9% | -8.5% |
| 3M | -26.0% | +3.6% | -29.6% | -30.1% |
| 6M | -26.8% | +8.7% | -35.5% | -36.5% |
| YTD | -22.9% | +14.1% | -37.0% | -38.1% |
| 1Y | -32.6% | +17.8% | -50.4% | -48.1% |
| All | -32.6% | +18.5% | -51.1% | -48.1% |
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