-12.5%
VG vs LII
-31.3%
+18.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.6% | -11.3% | -5.2% |
| 7D | -16.4% | +7.9% | -24.3% | -11.5% |
| 30D | -10.8% | -0.6% | -10.2% | -10.0% |
| 3M | -6.3% | -19.3% | +13.0% | -18.0% |
| 6M | -12.5% | -29.8% | +17.3% | -23.4% |
| All | -12.5% | -31.3% | +18.8% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling