+100.5%
VSH vs LII
+162.0%
-61.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.8% |
| 7D | -12.9% | -0.6% | -12.3% | -12.8% |
| 30D | -36.9% | -4.6% | -32.3% | -35.9% |
| 3M | -28.8% | -21.2% | -7.5% | -19.4% |
| 6M | -30.3% | -36.4% | +6.1% | -11.8% |
| YTD | +62.4% | -28.9% | +91.3% | +89.6% |
| 1Y | +62.5% | -29.5% | +92.1% | +91.0% |
| 3Y | +7.4% | -8.6% | +16.0% | +7.6% |
| 5Y | +25.4% | +20.2% | +5.2% | +4.1% |
| All | +100.5% | +162.0% | -61.5% | +11.8% |
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