+131.4%
VMC vs LII
+172.8%
-41.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -4.3% | -2.3% | -2.0% | -3.2% |
| 30D | +16.2% | -1.7% | +17.9% | +16.7% |
| 3M | -0.8% | -18.3% | +17.5% | +8.7% |
| 6M | +1.2% | -32.3% | +33.5% | +19.1% |
| YTD | +0.5% | -27.1% | +27.6% | +13.1% |
| 1Y | -2.9% | -27.2% | +24.3% | +9.2% |
| 3Y | +37.3% | -8.9% | +46.3% | +29.4% |
| 5Y | +48.8% | +19.7% | +29.1% | +16.3% |
| 10Y | +131.4% | +168.9% | -37.5% | +10.4% |
| All | +131.4% | +172.8% | -41.4% | +10.4% |
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 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