+191.8%
VZ vs LII
+2,790.7%
-2,598.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +1.9% | -4.6% | +6.5% | +2.6% |
| 3M | +0.8% | -21.7% | +22.4% | +4.9% |
| 6M | +0.6% | -32.8% | +33.4% | +6.7% |
| YTD | +20.8% | -27.5% | +48.3% | +25.7% |
| 1Y | +23.9% | -28.0% | +51.9% | +29.1% |
| 3Y | +55.7% | -7.2% | +62.9% | +51.7% |
| 5Y | +21.5% | +22.6% | -1.1% | +10.4% |
| 10Y | +68.5% | +171.5% | -103.1% | +28.8% |
| All | +191.8% | +2,790.7% | -2,598.9% | +24.3% |
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 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