+173.8%
DAL vs LII
-8.7%
+182.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.1% |
| 7D | +8.8% | -0.6% | +9.4% | +9.2% |
| 30D | +5.4% | -4.6% | +10.0% | +7.3% |
| 3M | -4.9% | -21.2% | +16.3% | +5.8% |
| 6M | +19.8% | -36.4% | +56.3% | +45.3% |
| YTD | +27.0% | -28.9% | +55.9% | +43.0% |
| 1Y | +52.5% | -29.5% | +82.0% | +72.2% |
| 3Y | +173.8% | -8.6% | +182.4% | +158.1% |
| All | +173.8% | -8.7% | +182.6% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling