-10.5%
LVS vs LII
-8.9%
-1.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.8% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | +12.0% | -2.0% | +14.0% | +12.1% |
| 3M | -11.5% | -20.2% | +8.7% | -7.7% |
| 6M | -23.2% | -32.5% | +9.3% | -18.1% |
| YTD | -36.7% | -27.4% | -9.3% | -34.4% |
| 1Y | -36.8% | -28.2% | -8.6% | -34.4% |
| 3Y | -10.5% | -7.2% | -3.3% | -17.9% |
| All | -10.5% | -8.9% | -1.6% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling