+36.4%
VFC vs LII
-8.7%
+45.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.4% |
| 7D | +11.2% | -0.6% | +11.8% | +11.7% |
| 30D | +41.5% | -4.6% | +46.1% | +44.6% |
| 3M | +38.9% | -21.2% | +60.2% | +60.7% |
| 6M | +6.1% | -36.4% | +42.6% | +40.5% |
| YTD | +14.5% | -28.9% | +43.5% | +38.3% |
| 1Y | +46.0% | -29.5% | +75.5% | +77.4% |
| 3Y | +36.4% | -8.6% | +45.0% | +32.1% |
| All | +36.4% | -8.7% | +45.1% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling