+351.3%
DAL vs LII
+1,398.3%
-1,047.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.1% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | -13.9% | -12.6% | -1.3% | -6.6% |
| 3M | +1.1% | -24.4% | +25.5% | +17.3% |
| 6M | +26.2% | -28.7% | +54.9% | +50.5% |
| YTD | +16.4% | -19.1% | +35.6% | +27.1% |
| 1Y | +33.9% | -29.7% | +63.6% | +58.3% |
| 3Y | +93.4% | +4.8% | +88.6% | +70.8% |
| 5Y | +106.4% | +24.6% | +81.8% | +56.0% |
| 10Y | +143.0% | +169.2% | -26.2% | +3.0% |
| All | +351.3% | +1,398.3% | -1,047.0% | -48.0% |
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