+1,199.2%
VUG vs LII
+2,750.5%
-1,551.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | -7.3% | -0.6% | -6.8% | -7.6% |
| 3M | -4.2% | -17.0% | +12.7% | +1.6% |
| 6M | -1.6% | -31.1% | +29.5% | +9.8% |
| YTD | +4.9% | -27.7% | +32.5% | +13.6% |
| 1Y | +3.8% | -26.2% | +30.0% | +11.4% |
| 3Y | +79.4% | -9.6% | +89.1% | +73.2% |
| 5Y | +63.9% | +15.7% | +48.2% | +41.3% |
| 10Y | +404.0% | +166.9% | +237.2% | +210.4% |
| All | +1,199.2% | +2,750.5% | -1,551.3% | +245.1% |
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