+235.2%
VIK vs LII
-24.4%
+259.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +7.7% | -4.6% | +12.2% | +9.1% |
| 3M | -17.6% | -21.2% | +3.6% | -9.7% |
| 6M | +1.7% | -36.4% | +38.1% | +20.2% |
| YTD | +22.5% | -28.9% | +51.4% | +35.6% |
| 1Y | +52.6% | -29.5% | +82.2% | +69.4% |
| All | +235.2% | -24.4% | +259.6% | +240.6% |
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