+122.8%
DAL vs LII
+162.0%
-39.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.2% |
| 7D | +8.8% | -0.6% | +9.4% | +9.3% |
| 30D | +5.4% | -4.6% | +10.0% | +7.6% |
| 3M | -4.9% | -21.2% | +16.3% | +7.2% |
| 6M | +19.8% | -36.4% | +56.3% | +48.7% |
| YTD | +27.0% | -28.9% | +55.9% | +46.0% |
| 1Y | +52.5% | -29.5% | +82.0% | +75.9% |
| 3Y | +173.8% | -8.6% | +182.4% | +164.3% |
| 5Y | +104.5% | +20.2% | +84.3% | +62.6% |
| All | +122.8% | +162.0% | -39.1% | +13.3% |
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