+617.9%
VRSK vs LII
+1,303.5%
-685.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -1.6% | -12.6% | +11.0% | +1.8% |
| 3M | +3.5% | -24.4% | +27.9% | +9.8% |
| 6M | -13.4% | -28.7% | +15.3% | -7.4% |
| YTD | -16.5% | -19.1% | +2.6% | -14.3% |
| 1Y | -30.6% | -29.7% | -0.9% | -26.1% |
| 3Y | -21.9% | +4.8% | -26.7% | -28.7% |
| 5Y | -6.3% | +24.6% | -30.8% | -20.9% |
| 10Y | +133.1% | +169.2% | -36.1% | +55.5% |
| All | +617.9% | +1,303.5% | -685.6% | +227.5% |
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