+280.9%
VSH vs LII
+3,124.4%
-2,843.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.3% | +3.9% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | -4.2% | -12.6% | +8.4% | +2.4% |
| 3M | -50.0% | -24.4% | -25.5% | -43.1% |
| 6M | +80.2% | -28.7% | +108.9% | +110.7% |
| YTD | +121.1% | -19.1% | +140.2% | +141.0% |
| 1Y | +112.0% | -29.7% | +141.7% | +147.6% |
| 3Y | +22.5% | +4.8% | +17.7% | +16.6% |
| 5Y | +64.0% | +24.6% | +39.5% | +39.9% |
| 10Y | +170.4% | +169.2% | +1.2% | +55.8% |
| All | +280.9% | +3,124.4% | -2,843.5% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling