+444.2%
V vs LII
+170.7%
+273.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | +9.5% | -2.0% | +11.5% | +9.9% |
| 3M | +16.7% | -20.2% | +36.9% | +24.3% |
| 6M | +32.9% | -32.5% | +65.5% | +46.6% |
| YTD | +21.1% | -27.4% | +48.5% | +28.9% |
| 1Y | +26.6% | -28.2% | +54.8% | +35.2% |
| 3Y | +78.4% | -7.2% | +85.6% | +64.9% |
| 5Y | +105.5% | +19.9% | +85.6% | +65.7% |
| 10Y | +444.2% | +168.6% | +275.6% | +208.6% |
| All | +444.2% | +170.7% | +273.5% | +208.6% |
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 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