-11.1%
VRSK vs LII
+19.1%
-30.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.5% |
| 7D | -5.2% | -6.3% | +1.1% | -3.9% |
| 30D | -2.3% | -13.0% | +10.7% | +0.3% |
| 3M | -2.9% | -29.0% | +26.1% | +2.8% |
| 6M | -12.8% | -27.7% | +14.9% | -8.7% |
| YTD | -20.8% | -24.2% | +3.4% | -18.6% |
| 1Y | -33.2% | -34.8% | +1.6% | -28.7% |
| 3Y | -26.6% | -4.2% | -22.4% | -34.1% |
| All | -11.1% | +19.1% | -30.2% | -29.4% |
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 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