+160.5%
VEA vs LII
+169.1%
-8.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.3% | +2.9% | -0.7% | +1.4% |
| 30D | +0.2% | +0.9% | -0.7% | -0.4% |
| 3M | -5.3% | -15.5% | +10.2% | -1.1% |
| 6M | -0.9% | -30.2% | +29.3% | +8.0% |
| YTD | +12.2% | -26.8% | +39.1% | +19.8% |
| 1Y | +16.1% | -25.3% | +41.4% | +23.0% |
| 3Y | +73.0% | -7.8% | +80.7% | +65.7% |
| 5Y | +53.7% | +17.0% | +36.7% | +32.3% |
| All | +160.5% | +169.1% | -8.6% | +73.7% |
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