+905.2%
VRT vs LII
+25.3%
+879.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +3.5% |
| 7D | +9.1% | -0.7% | +9.8% | +9.7% |
| 30D | +0.9% | -12.6% | +13.5% | +11.2% |
| 3M | -13.4% | -24.4% | +11.1% | +5.5% |
| 6M | +11.7% | -28.7% | +40.4% | +41.4% |
| YTD | +73.2% | -19.1% | +92.4% | +97.5% |
| 1Y | +123.4% | -29.7% | +153.1% | +179.6% |
| 3Y | +606.2% | +4.8% | +601.4% | +508.4% |
| All | +905.2% | +25.3% | +879.9% | +518.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling