+1,485.9%
LII vs VYM
+498.6%
+987.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | +2.9% | +3.7% | -0.7% | -0.9% |
| 30D | +0.9% | +3.7% | -2.8% | -2.8% |
| 3M | -15.5% | -0.7% | -14.8% | -14.9% |
| 6M | -30.2% | +7.2% | -37.4% | -34.8% |
| YTD | -26.8% | +16.9% | -43.8% | -37.2% |
| 1Y | -25.3% | +19.6% | -44.9% | -37.2% |
| 3Y | -7.8% | +74.6% | -82.3% | -46.9% |
| 5Y | +17.0% | +72.3% | -55.4% | -30.9% |
| 10Y | +169.9% | +206.5% | -36.6% | -14.6% |
| All | +1,485.9% | +498.6% | +987.2% | +139.5% |
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