+289.1%
VTI vs LII
+166.2%
+122.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | -3.2% | -2.4% | -0.9% | -2.9% |
| 3M | -2.9% | -17.5% | +14.6% | +3.0% |
| 6M | +2.4% | -32.8% | +35.2% | +14.7% |
| YTD | +11.2% | -27.7% | +38.9% | +19.9% |
| 1Y | +11.6% | -28.1% | +39.7% | +20.4% |
| 3Y | +76.6% | -9.7% | +86.2% | +67.4% |
| 5Y | +65.3% | +19.5% | +45.8% | +35.1% |
| 10Y | +289.1% | +170.6% | +118.5% | +138.5% |
| All | +289.1% | +166.2% | +122.8% | +138.5% |
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