+223.0%
VT vs LII
+168.6%
+54.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | +1.0% | -12.6% | +13.6% | +5.2% |
| 3M | +2.4% | -24.4% | +26.8% | +10.3% |
| 6M | +12.0% | -28.7% | +40.7% | +22.3% |
| YTD | +15.3% | -19.1% | +34.5% | +20.2% |
| 1Y | +22.6% | -29.7% | +52.3% | +33.3% |
| 3Y | +74.7% | +4.8% | +69.9% | +59.3% |
| 5Y | +66.1% | +24.6% | +41.6% | +37.9% |
| All | +223.0% | +168.6% | +54.4% | +108.4% |
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