+24.2%
DBX vs LII
+18.7%
+5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | -5.9% | -0.6% | -5.3% | -6.0% |
| 3M | -0.4% | -17.0% | +16.6% | +4.0% |
| 6M | +29.8% | -31.1% | +61.0% | +39.2% |
| YTD | +20.5% | -27.7% | +48.2% | +24.9% |
| 1Y | +8.7% | -26.2% | +34.8% | +11.5% |
| 3Y | +25.9% | -9.6% | +35.6% | +13.0% |
| 5Y | +24.2% | +15.7% | +8.5% | -10.4% |
| All | +24.2% | +18.7% | +5.5% | -10.4% |
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