+962.7%
VST vs LII
+153.2%
+809.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.4% | -15.2% |
| 7D | -15.7% | +7.9% | -23.6% | -18.5% |
| 30D | -17.0% | -0.6% | -16.4% | -17.5% |
| 3M | -15.9% | -19.3% | +3.5% | -9.4% |
| 6M | -25.0% | -29.8% | +4.9% | -15.9% |
| YTD | -25.1% | -25.4% | +0.3% | -19.1% |
| 1Y | -34.9% | -26.2% | -8.7% | -29.4% |
| 3Y | +252.7% | -4.5% | +257.2% | +245.0% |
| 5Y | +582.3% | +26.7% | +555.7% | +479.3% |
| 10Y | +1,076.6% | +179.5% | +897.1% | +617.2% |
| All | +962.7% | +153.2% | +809.6% | +578.3% |
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