+640.3%
VEEV vs LII
+513.8%
+126.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.7% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | +28.8% | -12.6% | +41.4% | +34.7% |
| 3M | +54.0% | -24.4% | +78.5% | +66.4% |
| 6M | +46.0% | -28.7% | +74.7% | +59.1% |
| YTD | +23.2% | -19.1% | +42.4% | +26.9% |
| 1Y | +1.9% | -29.7% | +31.6% | +10.3% |
| 3Y | +27.0% | +4.8% | +22.2% | +10.0% |
| 5Y | -13.4% | +24.6% | -38.0% | -33.4% |
| 10Y | +575.2% | +169.2% | +406.0% | +251.2% |
| All | +640.3% | +513.8% | +126.5% | +95.1% |
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