+75.8%
VT vs LII
+5.3%
+70.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +0.4% | -0.7% | +1.2% | +0.6% |
| 30D | +1.0% | -12.6% | +13.6% | +4.0% |
| 3M | +2.4% | -24.4% | +26.8% | +7.9% |
| 6M | +12.0% | -28.7% | +40.7% | +19.2% |
| YTD | +15.3% | -19.1% | +34.5% | +18.6% |
| 1Y | +22.6% | -29.7% | +52.3% | +30.2% |
| All | +75.8% | +5.3% | +70.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling