+542.0%
VEEV vs LII
+167.7%
+374.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.4% | -3.3% |
| 7D | -5.2% | +2.1% | -7.3% | -5.8% |
| 30D | +14.9% | -12.4% | +27.3% | +19.8% |
| 3M | +58.4% | -24.8% | +83.2% | +70.4% |
| 6M | +35.5% | -25.2% | +60.6% | +44.2% |
| YTD | +18.6% | -20.3% | +38.9% | +22.4% |
| 1Y | -6.3% | -32.9% | +26.6% | +2.9% |
| 3Y | +20.2% | +2.0% | +18.2% | +5.5% |
| 5Y | -13.8% | +24.4% | -38.3% | -33.8% |
| 10Y | +542.0% | +167.2% | +374.8% | +273.9% |
| All | +542.0% | +167.7% | +374.3% | +273.9% |
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