+227.8%
VST vs LII
-6.9%
+234.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.3% | -5.1% |
| 7D | -19.9% | +0.2% | -20.1% | -20.2% |
| 30D | -29.7% | -4.6% | -25.1% | -28.9% |
| 3M | -19.6% | -21.7% | +2.1% | -11.9% |
| 6M | -29.4% | -32.8% | +3.4% | -18.8% |
| YTD | -29.7% | -27.5% | -2.2% | -23.3% |
| 1Y | -40.0% | -28.0% | -12.1% | -34.5% |
| All | +227.8% | -6.9% | +234.7% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling