+455.4%
V vs LII
+170.6%
+284.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +9.9% | -2.4% | +12.3% | +10.4% |
| 3M | +17.5% | -17.5% | +35.0% | +23.9% |
| 6M | +33.5% | -32.8% | +66.3% | +47.4% |
| YTD | +21.6% | -27.7% | +49.3% | +29.5% |
| 1Y | +27.6% | -28.1% | +55.6% | +36.1% |
| 3Y | +76.4% | -9.7% | +86.1% | +64.7% |
| 5Y | +103.8% | +19.5% | +84.3% | +64.5% |
| All | +455.4% | +170.6% | +284.8% | +217.0% |
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