+361.8%
VRT vs LII
-8.7%
+370.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.6% |
| 7D | -21.4% | -0.6% | -20.7% | -21.3% |
| 30D | -25.8% | -4.6% | -21.2% | -25.6% |
| 3M | -33.5% | -21.2% | -12.3% | -24.5% |
| 6M | -49.0% | -36.4% | -12.6% | -33.6% |
| YTD | +12.9% | -28.9% | +41.9% | +35.3% |
| 1Y | 0.0% | -29.5% | +29.5% | +20.5% |
| 3Y | +361.8% | -8.6% | +370.4% | +344.0% |
| All | +361.8% | -8.7% | +370.5% | +344.0% |
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