+50.0%
VG vs LII
-29.2%
+79.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | -0.8% |
| 7D | -22.0% | -0.6% | -21.4% | -22.0% |
| 30D | -11.6% | -4.6% | -7.1% | -12.8% |
| 3M | -14.9% | -21.2% | +6.3% | -22.7% |
| 6M | -3.5% | -36.4% | +32.9% | -16.5% |
| YTD | +70.0% | -28.9% | +98.9% | +45.5% |
| 1Y | +50.0% | -29.5% | +79.5% | +29.1% |
| All | +50.0% | -29.2% | +79.2% | +29.1% |
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 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