+844.0%
VMC vs LII
+2,734.1%
-1,890.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | +15.8% | -4.6% | +20.4% | +17.7% |
| 3M | +0.6% | -21.2% | +21.8% | +10.1% |
| 6M | -4.0% | -36.4% | +32.4% | +13.0% |
| YTD | -0.3% | -28.9% | +28.6% | +11.6% |
| 1Y | -0.5% | -29.5% | +29.0% | +11.6% |
| 3Y | +39.6% | -8.6% | +48.1% | +36.8% |
| 5Y | +50.1% | +20.2% | +29.8% | +29.3% |
| 10Y | +163.9% | +166.2% | -2.3% | +65.2% |
| All | +844.0% | +2,734.1% | -1,890.2% | +183.3% |
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