-1.7%
LII vs VYM
+64.8%
-66.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | +0.5% | -1.0% | +1.4% | +2.0% |
| 30D | -11.2% | -2.0% | -9.2% | -8.5% |
| 3M | -28.8% | +3.1% | -31.9% | -31.3% |
| 6M | -26.9% | +8.9% | -35.8% | -34.4% |
| YTD | -22.2% | +14.7% | -36.9% | -34.7% |
| 1Y | -32.0% | +19.4% | -51.4% | -45.7% |
| All | -1.7% | +64.8% | -66.5% | -44.8% |
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 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