+213.0%
VT vs LII
+167.2%
+45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.2% | -3.2% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -5.8% | -4.6% | -1.2% | -4.8% |
| 3M | -5.2% | -21.7% | +16.4% | +1.7% |
| 6M | +0.1% | -32.8% | +32.9% | +11.2% |
| YTD | +8.2% | -27.5% | +35.7% | +16.2% |
| 1Y | +10.1% | -28.0% | +38.1% | +18.3% |
| 3Y | +69.7% | -7.2% | +76.9% | +60.5% |
| 5Y | +53.4% | +22.6% | +30.8% | +26.8% |
| All | +213.0% | +167.2% | +45.8% | +100.5% |
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 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