-51.4%
VG vs LII
-46.7%
-4.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -4.3% |
| 7D | -22.0% | +0.2% | -22.2% | -21.9% |
| 30D | -14.7% | -4.6% | -10.1% | -14.9% |
| 3M | -7.1% | -21.7% | +14.6% | -8.3% |
| 6M | -11.2% | -32.8% | +21.6% | -13.2% |
| YTD | +69.8% | -27.5% | +97.3% | +59.6% |
| 1Y | +49.9% | -28.0% | +77.8% | +41.2% |
| All | -51.4% | -46.7% | -4.7% | -53.2% |
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