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  • LII vs VYM✓SelectedUSD · VYMLII vs VYM performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

LII vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,652.7%
VYM return
+492.8%
Excess return
+1,159.9%
Maximum drawdown
-52.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D+1.2%-0.4%+1.6%+1.6%
7D-0.7%0.0%-0.7%-0.7%
30D-12.6%-0.5%-12.1%-12.1%
3M-24.4%+3.0%-27.5%-26.4%
6M-28.7%+8.2%-36.9%-33.8%
YTD-19.1%+15.8%-35.0%-29.9%
1Y-29.7%+20.8%-50.5%-41.6%
3Y+4.8%+65.3%-60.5%-36.2%
5Y+24.6%+76.6%-52.0%-28.2%
10Y+169.2%+203.9%-34.7%-14.1%
All+1,652.7%+492.8%+1,159.9%+167.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling