+1,205.2%
VST vs LII
+170.7%
+1,034.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.5% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | -17.1% | -2.0% | -15.1% | -17.1% |
| 3M | -4.6% | -20.2% | +15.6% | +3.1% |
| 6M | -9.1% | -32.5% | +23.5% | +3.5% |
| YTD | -16.6% | -27.4% | +10.7% | -9.0% |
| 1Y | -29.5% | -28.2% | -1.3% | -22.8% |
| 3Y | +297.5% | -7.2% | +304.8% | +293.6% |
| 5Y | +654.5% | +19.9% | +634.6% | +555.8% |
| 10Y | +1,205.2% | +168.6% | +1,036.6% | +766.7% |
| All | +1,205.2% | +170.7% | +1,034.5% | +766.7% |
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 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