+212.4%
VZ vs LII
+3,124.4%
-2,912.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +13.6% | -24.4% | +38.1% | +18.4% |
| 6M | +1.1% | -28.7% | +29.8% | +6.0% |
| YTD | +29.3% | -19.1% | +48.4% | +32.3% |
| 1Y | +21.2% | -29.7% | +50.9% | +26.8% |
| 3Y | +75.9% | +4.8% | +71.1% | +67.8% |
| 5Y | +24.1% | +24.6% | -0.5% | +12.7% |
| 10Y | +62.4% | +169.2% | -106.8% | +24.6% |
| All | +212.4% | +3,124.4% | -2,912.0% | +30.7% |
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