-9.2%
VRSK vs LII
-26.0%
+16.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +0.5% |
| 7D | +4.2% | +7.9% | -3.7% | +4.4% |
| 30D | +21.2% | -0.6% | +21.8% | +21.1% |
| 3M | +2.9% | -19.3% | +22.2% | +1.8% |
| 6M | +11.3% | -29.8% | +41.2% | +9.4% |
| YTD | -10.8% | -25.4% | +14.6% | -11.5% |
| 1Y | -9.2% | -26.2% | +17.0% | -9.8% |
| All | -9.2% | -26.0% | +16.8% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling