+45.0%
VFC vs LII
-28.7%
+73.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +38.3% | -2.4% | +40.7% | +39.0% |
| 3M | +40.2% | -17.5% | +57.7% | +56.2% |
| 6M | +10.6% | -32.8% | +43.5% | +39.9% |
| YTD | +16.7% | -27.7% | +44.4% | +33.5% |
| 1Y | +45.0% | -28.1% | +73.1% | +67.3% |
| All | +45.0% | -28.7% | +73.7% | +67.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling