+5.5%
VNQ vs LII
+25.8%
-20.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -0.4% | +2.1% | -2.5% | -1.0% |
| 30D | -2.5% | -12.4% | +9.9% | +1.2% |
| 3M | +1.4% | -24.8% | +26.2% | +8.5% |
| 6M | +4.6% | -25.2% | +29.7% | +11.3% |
| YTD | +10.5% | -20.3% | +30.8% | +14.7% |
| 1Y | +8.4% | -32.9% | +41.3% | +18.9% |
| 3Y | +32.4% | +2.0% | +30.4% | +18.0% |
| 5Y | +5.5% | +24.4% | -19.0% | -18.9% |
| All | +5.5% | +25.8% | -20.3% | -18.9% |
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