+294.7%
VWO vs LII
+2,029.5%
-1,734.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +2.0% | +2.9% | -1.0% | +0.8% |
| 30D | -4.3% | +0.9% | -5.2% | -5.2% |
| 3M | -6.4% | -15.5% | +9.1% | -0.6% |
| 6M | -5.6% | -30.2% | +24.6% | +6.2% |
| YTD | +5.2% | -26.8% | +32.0% | +14.8% |
| 1Y | +5.2% | -25.3% | +30.4% | +13.6% |
| 3Y | +55.5% | -7.8% | +63.3% | +45.5% |
| 5Y | +25.6% | +17.0% | +8.6% | +1.2% |
| 10Y | +110.8% | +169.9% | -59.1% | +4.2% |
| All | +294.7% | +2,029.5% | -1,734.8% | -40.8% |
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