-48.5%
VFC vs LII
+172.8%
-221.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -1.4% | -2.3% | +0.9% | 0.0% |
| 30D | +30.7% | -1.7% | +32.4% | +31.2% |
| 3M | +40.6% | -18.3% | +58.9% | +58.0% |
| 6M | +16.5% | -32.3% | +48.8% | +46.1% |
| YTD | +16.2% | -27.1% | +43.3% | +37.4% |
| 1Y | +42.4% | -27.2% | +69.6% | +68.9% |
| 3Y | +48.1% | -8.9% | +57.0% | +51.8% |
| 5Y | -67.8% | +19.7% | -87.5% | -73.1% |
| 10Y | -48.5% | +168.9% | -217.3% | -71.8% |
| All | -48.5% | +172.8% | -221.3% | -71.8% |
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