-30.2%
LII vs VYM
+7.3%
-37.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.4% |
| 7D | +2.9% | +3.7% | -0.7% | -4.2% |
| 30D | +0.9% | +3.7% | -2.8% | -7.5% |
| 3M | -15.5% | -0.7% | -14.8% | -11.9% |
| 6M | -30.2% | +7.2% | -37.4% | -39.0% |
| All | -30.2% | +7.3% | -37.5% | -39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling