+65.5%
VZ vs LII
+170.7%
-105.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.4% |
| 30D | +10.6% | -2.0% | +12.5% | +10.8% |
| 3M | -0.6% | -20.2% | +19.6% | +2.7% |
| 6M | +0.7% | -32.5% | +33.3% | +6.0% |
| YTD | +20.6% | -27.4% | +48.0% | +24.8% |
| 1Y | +22.7% | -28.2% | +50.9% | +27.1% |
| 3Y | +57.2% | -7.2% | +64.5% | +51.4% |
| 5Y | +21.4% | +19.9% | +1.5% | +8.7% |
| 10Y | +65.5% | +168.6% | -103.1% | +25.3% |
| All | +65.5% | +170.7% | -105.2% | +25.3% |
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