+22.7%
DBX vs LII
-8.5%
+31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.3% |
| 7D | -8.1% | -2.3% | -5.9% | -7.9% |
| 30D | -4.9% | -1.7% | -3.2% | -4.8% |
| 3M | -2.7% | -18.3% | +15.6% | -0.5% |
| 6M | +25.2% | -32.3% | +57.5% | +29.5% |
| YTD | +19.3% | -27.1% | +46.4% | +19.9% |
| 1Y | +6.6% | -27.2% | +33.8% | +7.0% |
| All | +22.7% | -8.5% | +31.2% | +15.3% |
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 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