+113.0%
VWO vs LII
+165.8%
-52.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.4% | +1.1% |
| 7D | -1.8% | -6.3% | +4.5% | -0.2% |
| 30D | -0.1% | -13.0% | +12.9% | +3.3% |
| 3M | +2.2% | -29.0% | +31.3% | +10.1% |
| 6M | +8.8% | -27.7% | +36.4% | +16.1% |
| YTD | +12.4% | -24.2% | +36.6% | +18.3% |
| 1Y | +15.6% | -34.8% | +50.4% | +26.0% |
| 3Y | +62.5% | -4.2% | +66.7% | +54.9% |
| 5Y | +34.3% | +20.9% | +13.4% | +16.9% |
| All | +113.0% | +165.8% | -52.8% | +46.7% |
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