+60.5%
VZ vs LII
+168.6%
-108.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +7.9% | -12.6% | +20.5% | +10.1% |
| 3M | +13.6% | -24.4% | +38.1% | +17.8% |
| 6M | +1.1% | -28.7% | +29.8% | +5.4% |
| YTD | +29.3% | -19.1% | +48.4% | +31.8% |
| 1Y | +21.2% | -29.7% | +50.9% | +26.2% |
| 3Y | +75.9% | +4.8% | +71.1% | +66.0% |
| 5Y | +24.1% | +24.6% | -0.5% | +11.0% |
| All | +60.5% | +168.6% | -108.1% | +21.2% |
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