-14.0%
LVS vs LII
+170.7%
-184.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.1% |
| 7D | +5.2% | -1.2% | +6.4% | +5.6% |
| 30D | +12.0% | -2.0% | +14.0% | +12.2% |
| 3M | -11.5% | -20.2% | +8.7% | -4.4% |
| 6M | -23.2% | -32.5% | +9.3% | -13.8% |
| YTD | -36.7% | -27.4% | -9.3% | -31.9% |
| 1Y | -36.8% | -28.2% | -8.6% | -31.8% |
| 3Y | -10.5% | -7.2% | -3.3% | -17.9% |
| 5Y | +5.1% | +19.9% | -14.8% | -17.4% |
| 10Y | -14.0% | +168.6% | -182.6% | -54.9% |
| All | -14.0% | +170.7% | -184.7% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling