+641.9%
VST vs LII
+20.3%
+621.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +10.9% | -2.3% | +13.2% | +11.9% |
| 30D | -15.6% | -1.7% | -13.9% | -15.7% |
| 3M | -7.8% | -18.3% | +10.5% | -1.3% |
| 6M | -12.0% | -32.3% | +20.4% | -0.2% |
| YTD | -16.9% | -27.1% | +10.2% | -9.7% |
| 1Y | -25.1% | -27.2% | +2.1% | -18.7% |
| 3Y | +297.1% | -8.9% | +306.0% | +302.9% |
| 5Y | +641.9% | +19.7% | +622.3% | +532.5% |
| All | +641.9% | +20.3% | +621.6% | +532.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling