+36.9%
DD vs LII
-32.7%
+69.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | -7.4% | -12.4% | +5.0% | -3.4% |
| 3M | -6.4% | -24.8% | +18.4% | +0.4% |
| 6M | -2.5% | -25.2% | +22.7% | +4.3% |
| YTD | +10.2% | -20.3% | +30.5% | +15.1% |
| 1Y | +36.9% | -32.9% | +69.9% | +52.0% |
| All | +36.9% | -32.7% | +69.7% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling