+476.5%
V vs LII
+166.1%
+310.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +6.3% | -0.6% | +6.9% | +6.2% |
| 3M | +17.2% | -17.0% | +34.1% | +23.3% |
| 6M | +29.2% | -31.1% | +60.4% | +41.6% |
| YTD | +20.8% | -27.7% | +48.4% | +28.7% |
| 1Y | +25.0% | -26.2% | +51.2% | +32.2% |
| 3Y | +75.3% | -9.6% | +84.9% | +63.6% |
| 5Y | +105.8% | +15.7% | +90.2% | +68.5% |
| All | +476.5% | +166.1% | +310.4% | +223.8% |
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 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