+152.7%
VMC vs LII
+167.7%
-15.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.0% |
| 7D | -0.5% | +2.1% | -2.6% | -1.6% |
| 30D | -9.1% | -12.4% | +3.3% | -3.3% |
| 3M | -4.1% | -24.8% | +20.7% | +7.9% |
| 6M | -5.5% | -25.2% | +19.6% | +5.8% |
| YTD | -8.9% | -20.3% | +11.3% | -1.4% |
| 1Y | -12.9% | -32.9% | +20.0% | +2.0% |
| 3Y | +22.1% | +2.0% | +20.1% | +8.9% |
| 5Y | +52.7% | +24.4% | +28.3% | +18.3% |
| 10Y | +152.7% | +167.2% | -14.5% | +26.6% |
| All | +152.7% | +167.7% | -15.0% | +26.6% |
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 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