+97.8%
VTR vs LII
+163.1%
-65.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | -2.8% | -11.2% | +8.4% | +0.9% |
| 3M | +9.0% | -28.8% | +37.8% | +20.0% |
| 6M | +5.0% | -26.9% | +31.9% | +13.4% |
| YTD | +16.9% | -22.2% | +39.1% | +22.7% |
| 1Y | +34.3% | -32.0% | +66.3% | +47.3% |
| 3Y | +131.6% | -0.4% | +132.0% | +102.5% |
| 5Y | +88.0% | +22.4% | +65.6% | +44.6% |
| 10Y | +97.8% | +171.4% | -73.7% | +5.0% |
| All | +97.8% | +163.1% | -65.3% | +5.0% |
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