+669.1%
VEEV vs LII
+170.7%
+498.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -0.2% | -1.2% | +1.0% | +0.2% |
| 30D | +3.5% | -2.0% | +5.4% | +3.6% |
| 3M | +32.9% | -20.2% | +53.2% | +42.1% |
| 6M | +84.2% | -32.5% | +116.7% | +104.0% |
| YTD | +37.3% | -27.4% | +64.6% | +45.2% |
| 1Y | +3.9% | -28.2% | +32.1% | +10.1% |
| 3Y | +83.9% | -7.2% | +91.1% | +65.9% |
| 5Y | -4.3% | +19.9% | -24.2% | -26.3% |
| 10Y | +669.1% | +168.6% | +500.4% | +349.1% |
| All | +669.1% | +170.7% | +498.4% | +349.1% |
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