+61.8%
VNQ vs LII
+165.8%
-104.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.3% | -6.3% | +5.0% | +0.9% |
| 30D | -2.6% | -13.0% | +10.5% | +2.0% |
| 3M | -2.0% | -29.0% | +27.0% | +8.2% |
| 6M | +4.3% | -27.7% | +32.0% | +13.4% |
| YTD | +9.2% | -24.2% | +33.4% | +16.2% |
| 1Y | +5.6% | -34.8% | +40.4% | +18.2% |
| 3Y | +30.8% | -4.2% | +35.1% | +20.8% |
| 5Y | +8.0% | +20.9% | -12.9% | -12.3% |
| All | +61.8% | +165.8% | -104.0% | -2.4% |
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