+41.2%
LVS vs LII
+2,377.2%
-2,335.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +6.7% | +0.4% | +6.3% | +6.4% |
| 30D | +13.8% | -2.4% | +16.2% | +14.4% |
| 3M | -9.5% | -17.5% | +8.0% | +0.2% |
| 6M | -22.0% | -32.8% | +10.8% | -6.3% |
| YTD | -35.7% | -27.7% | -8.0% | -27.8% |
| 1Y | -36.7% | -28.1% | -8.6% | -29.0% |
| 3Y | -8.8% | -9.7% | +0.8% | -17.9% |
| 5Y | +9.5% | +19.5% | -10.0% | -22.8% |
| 10Y | -10.9% | +170.6% | -181.5% | -68.3% |
| All | +41.2% | +2,377.2% | -2,335.9% | -89.8% |
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 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