+80.8%
VTRS vs LII
+18.7%
+62.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +9.0% | -0.2% | +9.2% | +9.0% |
| 30D | +19.8% | -0.6% | +20.4% | +19.6% |
| 3M | +29.3% | -17.0% | +46.3% | +35.2% |
| 6M | +22.2% | -31.1% | +53.3% | +32.4% |
| YTD | +69.9% | -27.7% | +97.6% | +80.0% |
| 1Y | +94.4% | -26.2% | +120.6% | +104.4% |
| 3Y | +154.8% | -9.6% | +164.5% | +145.6% |
| 5Y | +80.8% | +15.7% | +65.1% | +41.4% |
| All | +80.8% | +18.7% | +62.1% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling