+402.3%
VNQ vs LII
+3,090.9%
-2,688.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +7.1% | -2.4% | +9.5% | +7.7% |
| 3M | +0.8% | -17.5% | +18.3% | +9.2% |
| 6M | +2.2% | -32.8% | +35.1% | +18.6% |
| YTD | +12.8% | -27.7% | +40.5% | +24.6% |
| 1Y | +11.7% | -28.1% | +39.8% | +23.4% |
| 3Y | +44.5% | -9.7% | +54.1% | +35.4% |
| 5Y | +7.6% | +19.5% | -11.9% | -15.4% |
| 10Y | +85.2% | +170.6% | -85.4% | -11.4% |
| All | +402.3% | +3,090.9% | -2,688.7% | -24.0% |
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