+725.0%
VTV vs LII
+3,086.1%
-2,361.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +1.1% | -12.6% | +13.7% | +5.7% |
| 3M | +5.9% | -24.4% | +30.3% | +14.8% |
| 6M | +11.6% | -28.7% | +40.3% | +22.6% |
| YTD | +19.8% | -19.1% | +39.0% | +25.4% |
| 1Y | +26.2% | -29.7% | +55.9% | +38.0% |
| 3Y | +68.5% | +4.8% | +63.7% | +54.1% |
| 5Y | +79.9% | +24.6% | +55.3% | +50.0% |
| 10Y | +229.7% | +169.2% | +60.5% | +97.8% |
| All | +725.0% | +3,086.1% | -2,361.1% | +99.8% |
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