+329.3%
VWO vs LII
+2,253.5%
-1,924.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +2.4% | -12.6% | +15.0% | +7.9% |
| 3M | +2.0% | -24.4% | +26.4% | +12.0% |
| 6M | +10.7% | -28.7% | +39.4% | +23.7% |
| YTD | +14.4% | -19.1% | +33.6% | +20.8% |
| 1Y | +22.7% | -29.7% | +52.4% | +36.2% |
| 3Y | +64.2% | +4.8% | +59.4% | +46.1% |
| 5Y | +35.8% | +24.6% | +11.2% | +7.4% |
| 10Y | +114.7% | +169.2% | -54.5% | +8.1% |
| All | +329.3% | +2,253.5% | -1,924.2% | -37.7% |
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 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