+42.5%
VTRS vs LII
+21.2%
+21.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | 0.0% |
| 7D | -3.5% | +0.5% | -3.9% | -3.6% |
| 30D | +2.1% | -11.2% | +13.3% | +5.3% |
| 3M | +2.6% | -28.8% | +31.4% | +10.9% |
| 6M | +17.8% | -26.9% | +44.7% | +25.6% |
| YTD | +35.7% | -22.2% | +57.9% | +41.6% |
| 1Y | +63.5% | -32.0% | +95.4% | +76.8% |
| 3Y | +85.1% | -0.4% | +85.6% | +74.2% |
| 5Y | +42.5% | +22.4% | +20.0% | +16.2% |
| All | +42.5% | +21.2% | +21.3% | +16.2% |
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