-25.8%
VRSK vs LII
-1.0%
-24.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +1.6% |
| 7D | -5.4% | +0.5% | -5.9% | -5.4% |
| 30D | -1.8% | -11.2% | +9.5% | -1.0% |
| 3M | -2.2% | -28.8% | +26.6% | -0.4% |
| 6M | -14.9% | -26.9% | +12.0% | -13.6% |
| YTD | -20.0% | -22.2% | +2.2% | -19.6% |
| 1Y | -33.1% | -32.0% | -1.2% | -31.7% |
| All | -25.8% | -1.0% | -24.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling