+346.3%
VRT vs LII
-6.9%
+353.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.4% |
| 7D | -28.1% | +0.2% | -28.3% | -28.4% |
| 30D | -30.2% | -4.6% | -25.6% | -29.8% |
| 3M | -36.4% | -21.7% | -14.7% | -27.3% |
| 6M | -48.2% | -32.8% | -15.4% | -34.7% |
| YTD | +9.2% | -27.5% | +36.7% | +29.4% |
| 1Y | -7.2% | -28.0% | +20.7% | +10.4% |
| All | +346.3% | -6.9% | +353.2% | +324.6% |
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