+45.8%
VSH vs LII
+18.7%
+27.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.2% |
| 7D | +26.2% | -0.2% | +26.4% | +26.5% |
| 30D | -12.5% | -0.6% | -11.9% | -13.0% |
| 3M | -16.9% | -17.0% | +0.1% | -9.0% |
| 6M | -17.0% | -31.1% | +14.2% | -0.1% |
| YTD | +93.8% | -27.7% | +121.5% | +123.2% |
| 1Y | +99.3% | -26.2% | +125.5% | +127.2% |
| 3Y | +35.0% | -9.6% | +44.6% | +38.8% |
| 5Y | +45.8% | +15.7% | +30.2% | +26.5% |
| All | +45.8% | +18.7% | +27.1% | +26.5% |
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