+78.4%
V vs LII
-8.9%
+87.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | +9.5% | -2.0% | +11.5% | +9.7% |
| 3M | +16.7% | -20.2% | +36.9% | +20.2% |
| 6M | +32.9% | -32.5% | +65.5% | +39.3% |
| YTD | +21.1% | -27.4% | +48.5% | +24.3% |
| 1Y | +26.6% | -28.2% | +54.8% | +30.2% |
| 3Y | +78.4% | -7.2% | +85.6% | +76.0% |
| All | +78.4% | -8.9% | +87.3% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling