-9.5%
LVS vs LII
-8.2%
-1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | -0.8% | +2.9% | -3.8% | -1.4% |
| 30D | +10.0% | +0.9% | +9.1% | +9.5% |
| 3M | -11.0% | -15.5% | +4.5% | -8.2% |
| 6M | -20.1% | -30.2% | +10.1% | -15.5% |
| YTD | -36.3% | -26.8% | -9.5% | -34.1% |
| 1Y | -36.8% | -25.3% | -11.6% | -35.2% |
| 3Y | -9.5% | -7.8% | -1.8% | -17.8% |
| All | -9.5% | -8.2% | -1.4% | -17.8% |
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