+76.5%
VUG vs LII
+25.3%
+51.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -0.3% | -12.6% | +12.3% | +4.2% |
| 3M | -0.7% | -24.4% | +23.8% | +7.5% |
| 6M | +14.6% | -28.7% | +43.3% | +25.9% |
| YTD | +9.0% | -19.1% | +28.2% | +13.3% |
| 1Y | +14.9% | -29.7% | +44.6% | +25.5% |
| 3Y | +86.0% | +4.8% | +81.3% | +61.0% |
| All | +76.5% | +25.3% | +51.2% | +27.9% |
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