-17.7%
LVS vs LII
-28.2%
+10.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -3.2% | -12.6% | +9.4% | -2.4% |
| 3M | -12.0% | -24.4% | +12.5% | -10.8% |
| 6M | -19.9% | -28.7% | +8.8% | -18.9% |
| YTD | -30.6% | -19.1% | -11.5% | -30.6% |
| 1Y | -17.7% | -29.7% | +12.0% | -17.2% |
| All | -17.7% | -28.2% | +10.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling