+21.5%
VZ vs LII
+22.0%
-0.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +1.9% | -4.6% | +6.5% | +2.3% |
| 3M | +0.8% | -21.7% | +22.4% | +3.2% |
| 6M | +0.6% | -32.8% | +33.4% | +4.2% |
| YTD | +20.8% | -27.5% | +48.3% | +23.6% |
| 1Y | +23.9% | -28.0% | +51.9% | +26.9% |
| 3Y | +55.7% | -7.2% | +62.9% | +50.7% |
| 5Y | +21.5% | +22.6% | -1.1% | +6.9% |
| All | +21.5% | +22.0% | -0.5% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling