+1,855.0%
VRT vs LII
+80.5%
+1,774.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -17.7% | +0.4% | -18.1% | -18.0% |
| 30D | -20.0% | -2.4% | -17.6% | -20.6% |
| 3M | -28.1% | -17.5% | -10.6% | -20.8% |
| 6M | -42.8% | -32.8% | -10.0% | -28.9% |
| YTD | +20.0% | -27.7% | +47.7% | +41.6% |
| 1Y | +3.5% | -28.1% | +31.6% | +22.5% |
| 3Y | +366.1% | -9.7% | +375.8% | +371.2% |
| 5Y | +632.2% | +19.5% | +612.7% | +501.6% |
| All | +1,855.0% | +80.5% | +1,774.5% | +1,204.2% |
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