+52.3%
LVS vs LII
+2,670.0%
-2,617.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | -3.2% | -12.6% | +9.4% | +4.5% |
| 3M | -12.0% | -24.4% | +12.5% | +0.1% |
| 6M | -19.9% | -28.7% | +8.8% | -7.1% |
| YTD | -30.6% | -19.1% | -11.5% | -26.4% |
| 1Y | -17.7% | -29.7% | +12.0% | -6.0% |
| 3Y | -14.2% | +4.8% | -19.0% | -29.3% |
| 5Y | +9.6% | +24.6% | -14.9% | -23.5% |
| 10Y | +5.7% | +169.2% | -163.5% | -61.3% |
| All | +52.3% | +2,670.0% | -2,617.7% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling