+136.8%
VTR vs LII
+166.2%
-29.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | +10.1% | -2.4% | +12.5% | +10.7% |
| 3M | -1.2% | -17.5% | +16.3% | +4.7% |
| 6M | +4.8% | -32.8% | +37.6% | +16.8% |
| YTD | +18.9% | -27.7% | +46.6% | +27.3% |
| 1Y | +21.8% | -28.1% | +49.9% | +30.4% |
| 3Y | +132.0% | -9.7% | +141.6% | +109.9% |
| 5Y | +94.7% | +19.5% | +75.2% | +49.1% |
| 10Y | +136.8% | +170.6% | -33.8% | +28.6% |
| All | +136.8% | +166.2% | -29.4% | +28.6% |
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