+1,112.0%
VST vs LII
+162.0%
+950.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +11.3% |
| 7D | -9.8% | -0.6% | -9.2% | -9.9% |
| 30D | -25.1% | -4.6% | -20.6% | -24.5% |
| 3M | -11.6% | -21.2% | +9.6% | -4.0% |
| 6M | -20.9% | -36.4% | +15.5% | -7.8% |
| YTD | -22.3% | -28.9% | +6.6% | -14.5% |
| 1Y | -32.0% | -29.5% | -2.5% | -25.1% |
| 3Y | +262.4% | -8.6% | +271.0% | +260.5% |
| 5Y | +563.4% | +20.2% | +543.2% | +475.0% |
| All | +1,112.0% | +162.0% | +950.1% | +697.6% |
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 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