+213.7%
VT vs LII
+162.0%
+51.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -5.0% | -4.6% | -0.4% | -4.0% |
| 3M | -4.9% | -21.2% | +16.3% | +1.9% |
| 6M | -1.5% | -36.4% | +34.9% | +11.3% |
| YTD | +8.5% | -28.9% | +37.4% | +17.1% |
| 1Y | +11.4% | -29.5% | +40.9% | +20.4% |
| 3Y | +70.1% | -8.6% | +78.6% | +61.5% |
| 5Y | +53.7% | +20.2% | +33.5% | +27.8% |
| All | +213.7% | +162.0% | +51.7% | +102.1% |
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 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