+7,206.7%
VTR vs LII
+2,734.1%
+4,472.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.3% |
| 7D | +4.7% | -0.6% | +5.3% | +4.8% |
| 30D | +10.9% | -4.6% | +15.5% | +12.3% |
| 3M | -3.2% | -21.2% | +18.0% | +3.9% |
| 6M | +3.7% | -36.4% | +40.1% | +17.4% |
| YTD | +16.8% | -28.9% | +45.7% | +26.1% |
| 1Y | +21.3% | -29.5% | +50.9% | +31.0% |
| 3Y | +119.0% | -8.6% | +127.6% | +108.1% |
| 5Y | +94.0% | +20.2% | +73.8% | +63.6% |
| 10Y | +112.3% | +166.2% | -54.0% | +36.0% |
| All | +7,206.7% | +2,734.1% | +4,472.5% | +2,095.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling