+392.5%
VNQ vs LII
+3,468.1%
-3,075.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.2% |
| 7D | -1.3% | -0.7% | -0.5% | -1.0% |
| 30D | -2.9% | -12.6% | +9.7% | +3.0% |
| 3M | +0.8% | -24.4% | +25.2% | +11.8% |
| 6M | +2.5% | -28.7% | +31.2% | +15.4% |
| YTD | +10.6% | -19.1% | +29.8% | +16.8% |
| 1Y | +9.1% | -29.7% | +38.8% | +22.0% |
| 3Y | +31.0% | +4.8% | +26.3% | +14.9% |
| 5Y | +4.9% | +24.6% | -19.7% | -18.4% |
| 10Y | +59.5% | +169.2% | -109.8% | -22.4% |
| All | +392.5% | +3,468.1% | -3,075.6% | -28.7% |
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