+54.4%
VMC vs LII
+25.3%
+29.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.1% |
| 30D | -8.2% | -12.6% | +4.4% | -3.1% |
| 3M | -7.0% | -24.4% | +17.4% | +2.6% |
| 6M | -10.8% | -28.7% | +17.9% | +0.5% |
| YTD | -7.4% | -19.1% | +11.8% | -1.3% |
| 1Y | -9.5% | -29.7% | +20.2% | +1.8% |
| 3Y | +20.5% | +4.8% | +15.7% | +7.2% |
| All | +54.4% | +25.3% | +29.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling