+57.7%
VT vs LII
+22.4%
+35.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.6% |
| 7D | -1.6% | -6.9% | +5.3% | 0.0% |
| 30D | -2.5% | -2.8% | +0.3% | -2.1% |
| 3M | -1.3% | -20.0% | +18.7% | +4.4% |
| 6M | +3.1% | -33.8% | +36.9% | +13.6% |
| YTD | +10.9% | -28.0% | +38.9% | +18.2% |
| 1Y | +12.1% | -29.0% | +41.1% | +19.8% |
| 3Y | +73.9% | -7.8% | +81.7% | +63.1% |
| All | +57.7% | +22.4% | +35.4% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling