+173.7%
VEA vs LII
+1,285.9%
-1,112.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +1.9% | -12.6% | +14.6% | +7.0% |
| 3M | +3.2% | -24.4% | +27.7% | +12.6% |
| 6M | +10.2% | -28.7% | +38.9% | +22.3% |
| YTD | +18.9% | -19.1% | +38.0% | +25.2% |
| 1Y | +29.3% | -29.7% | +59.0% | +42.8% |
| 3Y | +76.8% | +4.8% | +72.0% | +60.4% |
| 5Y | +61.2% | +24.6% | +36.7% | +32.2% |
| 10Y | +163.3% | +169.2% | -5.9% | +46.3% |
| All | +173.7% | +1,285.9% | -1,112.2% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling