+234.0%
VIK vs LII
-22.8%
+256.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.7% |
| 30D | +6.8% | -2.0% | +8.8% | +7.0% |
| 3M | -17.6% | -20.2% | +2.6% | -10.1% |
| 6M | +5.4% | -32.5% | +38.0% | +21.2% |
| YTD | +22.1% | -27.4% | +49.4% | +33.9% |
| 1Y | +49.3% | -28.2% | +77.5% | +64.4% |
| All | +234.0% | -22.8% | +256.8% | +236.4% |
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 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