+231.8%
VTV vs LII
+172.8%
+59.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -0.4% | -2.3% | +1.9% | +0.3% |
| 30D | +3.9% | -1.7% | +5.6% | +4.0% |
| 3M | +2.6% | -18.3% | +20.8% | +8.4% |
| 6M | +11.5% | -32.3% | +43.8% | +23.0% |
| YTD | +22.3% | -27.1% | +49.4% | +30.6% |
| 1Y | +24.5% | -27.2% | +51.7% | +32.9% |
| 3Y | +78.8% | -8.9% | +87.7% | +69.9% |
| 5Y | +78.6% | +19.7% | +59.0% | +49.2% |
| 10Y | +231.8% | +168.9% | +62.9% | +110.0% |
| All | +231.8% | +172.8% | +59.0% | +110.0% |
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