-46.1%
VFC vs LII
+170.7%
-216.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.3% |
| 7D | +7.7% | -1.2% | +8.9% | +8.4% |
| 30D | +39.2% | -2.0% | +41.2% | +40.0% |
| 3M | +40.3% | -20.2% | +60.5% | +59.8% |
| 6M | +11.4% | -32.5% | +43.9% | +39.9% |
| YTD | +17.5% | -27.4% | +44.9% | +39.3% |
| 1Y | +45.9% | -28.2% | +74.0% | +74.4% |
| 3Y | +47.3% | -7.2% | +54.6% | +49.4% |
| 5Y | -67.2% | +19.9% | -87.1% | -72.6% |
| 10Y | -46.1% | +168.6% | -214.7% | -70.0% |
| All | -46.1% | +170.7% | -216.8% | -70.0% |
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