+118.1%
DAL vs LII
+167.2%
-49.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +2.3% | -4.6% | +6.9% | +4.5% |
| 3M | -8.1% | -21.7% | +13.6% | +4.0% |
| 6M | +21.4% | -32.8% | +54.2% | +46.2% |
| YTD | +24.3% | -27.5% | +51.8% | +41.5% |
| 1Y | +47.4% | -28.0% | +75.4% | +68.2% |
| 3Y | +164.6% | -7.2% | +171.8% | +153.5% |
| 5Y | +100.2% | +22.6% | +77.6% | +57.5% |
| All | +118.1% | +167.2% | -49.1% | +9.8% |
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