+228.8%
VIK vs LII
-14.0%
+242.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -20.7% | -12.6% | -8.1% | -16.2% |
| 3M | -4.6% | -24.4% | +19.8% | +5.2% |
| 6M | +14.0% | -28.7% | +42.7% | +28.6% |
| YTD | +20.2% | -19.1% | +39.3% | +26.9% |
| 1Y | +36.0% | -29.7% | +65.7% | +52.8% |
| All | +228.8% | -14.0% | +242.8% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling