+1,934.0%
VRT vs LII
+82.6%
+1,851.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.3% |
| 7D | +10.5% | +2.9% | +7.6% | +8.7% |
| 30D | -9.3% | +0.9% | -10.2% | -11.9% |
| 3M | -29.6% | -15.5% | -14.1% | -23.6% |
| 6M | -45.4% | -30.2% | -15.2% | -33.6% |
| YTD | +24.8% | -26.8% | +51.7% | +46.3% |
| 1Y | +23.6% | -25.3% | +48.9% | +42.8% |
| 3Y | +379.7% | -7.8% | +387.4% | +378.8% |
| 5Y | +660.3% | +17.0% | +643.4% | +528.4% |
| All | +1,934.0% | +82.6% | +1,851.4% | +1,247.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling