+163.6%
VEA vs LII
+163.1%
+0.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +0.4% | -11.2% | +11.7% | +3.8% |
| 3M | +4.8% | -28.8% | +33.6% | +14.2% |
| 6M | +11.3% | -26.9% | +38.2% | +19.7% |
| YTD | +17.4% | -22.2% | +39.6% | +23.6% |
| 1Y | +26.2% | -32.0% | +58.2% | +37.8% |
| 3Y | +77.7% | -0.4% | +78.2% | +66.8% |
| 5Y | +60.9% | +22.4% | +38.5% | +37.4% |
| 10Y | +163.6% | +171.4% | -7.9% | +77.1% |
| All | +163.6% | +163.1% | +0.5% | +77.1% |
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