+1,480.0%
LII vs VYM
+498.9%
+981.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -1.7% | +3.6% | -5.3% | -5.2% |
| 3M | -18.3% | -0.1% | -18.1% | -18.1% |
| 6M | -32.3% | +7.1% | -39.5% | -36.7% |
| YTD | -27.1% | +17.0% | -44.1% | -37.5% |
| 1Y | -27.2% | +19.0% | -46.2% | -38.5% |
| 3Y | -8.9% | +74.4% | -83.4% | -47.6% |
| 5Y | +19.7% | +72.7% | -53.0% | -29.4% |
| 10Y | +168.9% | +206.6% | -37.8% | -14.9% |
| All | +1,480.0% | +498.9% | +981.2% | +138.5% |
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