-50.4%
VTRS vs LII
+170.6%
-221.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.3% | -3.5% | +0.2% | -2.3% |
| 30D | +1.4% | -13.5% | +14.9% | +5.8% |
| 3M | +4.6% | -26.0% | +30.7% | +13.0% |
| 6M | +18.1% | -26.8% | +44.9% | +27.1% |
| YTD | +34.7% | -22.9% | +57.5% | +42.0% |
| 1Y | +65.6% | -32.6% | +98.2% | +81.7% |
| 3Y | +83.8% | -1.3% | +85.1% | +72.5% |
| 5Y | +46.5% | +23.1% | +23.4% | +23.0% |
| All | -50.4% | +170.6% | -221.0% | -65.3% |
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 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