+720.2%
VEEV vs LII
+453.3%
+266.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | +3.0% | -1.7% | +4.7% | +3.1% |
| 3M | +28.8% | -18.3% | +47.1% | +37.2% |
| 6M | +91.3% | -32.3% | +123.6% | +113.0% |
| YTD | +36.5% | -27.1% | +63.6% | +44.9% |
| 1Y | +1.9% | -27.2% | +29.1% | +7.9% |
| 3Y | +84.6% | -8.9% | +93.6% | +68.2% |
| 5Y | -2.6% | +19.7% | -22.3% | -24.7% |
| 10Y | +669.4% | +168.9% | +500.5% | +291.3% |
| All | +720.2% | +453.3% | +266.8% | +122.7% |
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 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