+23.2%
DBX vs LII
+19.9%
+3.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.6% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +4.8% | -4.6% | +9.4% | +5.7% |
| 3M | +0.3% | -21.2% | +21.6% | +6.1% |
| 6M | +40.4% | -36.4% | +76.8% | +54.2% |
| YTD | +24.7% | -28.9% | +53.6% | +29.9% |
| 1Y | +20.9% | -29.5% | +50.4% | +26.1% |
| 3Y | +34.5% | -8.6% | +43.1% | +19.6% |
| All | +23.2% | +19.9% | +3.3% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling