-39.3%
VG vs LII
-40.6%
+1.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +16.0% | -12.6% | +28.6% | +15.2% |
| 3M | +9.7% | -24.4% | +34.2% | +7.8% |
| 6M | +29.6% | -28.7% | +58.3% | +30.6% |
| YTD | +112.0% | -19.1% | +131.2% | +100.5% |
| 1Y | +12.8% | -29.7% | +42.5% | +13.3% |
| All | -39.3% | -40.6% | +1.2% | -41.2% |
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