+717.4%
VEEV vs LII
+439.5%
+277.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +7.5% | -4.6% | +12.1% | +8.7% |
| 3M | +39.5% | -21.2% | +60.7% | +50.3% |
| 6M | +81.5% | -36.4% | +117.9% | +106.8% |
| YTD | +36.1% | -28.9% | +65.0% | +45.6% |
| 1Y | +4.3% | -29.5% | +33.8% | +11.7% |
| 3Y | +54.8% | -8.6% | +63.4% | +40.5% |
| 5Y | -4.7% | +20.2% | -24.9% | -26.6% |
| 10Y | +709.1% | +166.2% | +542.9% | +311.7% |
| All | +717.4% | +439.5% | +277.9% | +123.9% |
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 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