+25.0%
V vs LII
-28.0%
+53.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +6.3% | -0.6% | +6.9% | +6.3% |
| 3M | +17.2% | -17.0% | +34.1% | +18.6% |
| 6M | +29.2% | -31.1% | +60.4% | +31.9% |
| YTD | +20.8% | -27.7% | +48.4% | +19.8% |
| 1Y | +25.0% | -26.2% | +51.2% | +22.4% |
| All | +25.0% | -28.0% | +53.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling