+200.4%
VFC vs LII
+3,124.4%
-2,923.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.6% | -12.6% | +1.0% | -7.1% |
| 3M | -18.1% | -24.4% | +6.3% | -9.0% |
| 6M | -27.4% | -28.7% | +1.3% | -18.0% |
| YTD | -24.8% | -19.1% | -5.7% | -19.0% |
| 1Y | -8.2% | -29.7% | +21.5% | +3.8% |
| 3Y | -29.1% | +4.8% | -33.9% | -30.1% |
| 5Y | -79.2% | +24.6% | -103.7% | -80.8% |
| 10Y | -68.1% | +169.2% | -237.3% | -76.8% |
| All | +200.4% | +3,124.4% | -2,923.9% | +0.8% |
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 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