+51.8%
VG vs LII
-26.0%
+77.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.6% | -11.3% | -5.9% |
| 7D | -16.4% | +7.9% | -24.3% | -13.0% |
| 30D | -10.8% | -0.6% | -10.2% | -10.2% |
| 3M | -6.3% | -19.3% | +13.0% | -13.7% |
| 6M | -12.5% | -29.8% | +17.3% | -21.7% |
| YTD | +76.9% | -25.4% | +102.3% | +54.8% |
| 1Y | +51.8% | -26.2% | +78.0% | +33.5% |
| All | +51.8% | -26.0% | +77.8% | +33.5% |
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