+1,652.7%
LII vs VYM
+492.8%
+1,159.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 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