+237.5%
VIK vs LII
-15.2%
+252.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.2% |
| 7D | +3.6% | +2.1% | +1.5% | +2.6% |
| 30D | -16.7% | -12.4% | -4.3% | -12.1% |
| 3M | -1.1% | -24.8% | +23.7% | +9.3% |
| 6M | +27.8% | -25.2% | +53.0% | +40.8% |
| YTD | +23.3% | -20.3% | +43.6% | +30.9% |
| 1Y | +38.2% | -32.9% | +71.1% | +59.0% |
| All | +237.5% | -15.2% | +252.7% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling