+1,216.9%
VST vs LII
+174.4%
+1,042.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +3.1% |
| 7D | +8.9% | -0.7% | +9.6% | +9.2% |
| 30D | +6.2% | -12.6% | +18.8% | +11.8% |
| 3M | -2.7% | -24.4% | +21.7% | +7.0% |
| 6M | -8.4% | -28.7% | +20.3% | +2.4% |
| YTD | -7.2% | -19.1% | +11.9% | -1.9% |
| 1Y | -20.9% | -29.7% | +8.8% | -12.2% |
| 3Y | +384.0% | +4.8% | +379.2% | +359.8% |
| 5Y | +757.1% | +24.6% | +732.5% | +640.4% |
| All | +1,216.9% | +174.4% | +1,042.5% | +722.1% |
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