+19.7%
LII vs VYM
+72.6%
-53.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.5% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -1.7% | +3.6% | -5.3% | -6.3% |
| 3M | -18.3% | -0.1% | -18.1% | -18.1% |
| 6M | -32.3% | +7.1% | -39.5% | -37.9% |
| YTD | -27.1% | +17.0% | -44.1% | -40.1% |
| 1Y | -27.2% | +19.0% | -46.2% | -41.4% |
| 3Y | -8.9% | +74.4% | -83.4% | -54.5% |
| 5Y | +19.7% | +72.7% | -53.0% | -38.4% |
| All | +19.7% | +72.6% | -53.0% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling