-7.8%
LII vs VYM
+74.7%
-82.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +2.9% | +3.7% | -0.7% | -2.4% |
| 30D | +0.9% | +3.7% | -2.8% | -4.4% |
| 3M | -15.5% | -0.7% | -14.8% | -14.6% |
| 6M | -30.2% | +7.2% | -37.4% | -36.4% |
| YTD | -26.8% | +16.9% | -43.8% | -40.5% |
| 1Y | -25.3% | +19.6% | -44.9% | -40.9% |
| 3Y | -7.8% | +74.6% | -82.3% | -54.4% |
| All | -7.8% | +74.7% | -82.5% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling