+221.9%
VSH vs LII
+2,783.5%
-2,561.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -21.3% | -2.4% | -18.9% | -21.0% |
| 3M | -18.9% | -17.5% | -1.4% | -11.8% |
| 6M | -21.4% | -32.8% | +11.4% | -6.0% |
| YTD | +86.8% | -27.7% | +114.5% | +113.2% |
| 1Y | +85.8% | -28.1% | +113.8% | +112.9% |
| 3Y | +30.1% | -9.7% | +39.8% | +32.5% |
| 5Y | +42.8% | +19.5% | +23.3% | +23.3% |
| 10Y | +121.2% | +170.6% | -49.4% | +26.3% |
| All | +221.9% | +2,783.5% | -2,561.6% | -45.7% |
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