+68.1%
DD vs LII
+18.7%
+49.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +19.4% | -0.6% | +20.0% | +19.0% |
| 3M | +7.6% | -17.0% | +24.6% | +15.4% |
| 6M | +2.9% | -31.1% | +34.0% | +16.9% |
| YTD | +29.9% | -27.7% | +57.5% | +43.3% |
| 1Y | +28.6% | -26.2% | +54.8% | +40.6% |
| 3Y | +90.0% | -9.6% | +99.6% | +84.1% |
| 5Y | +68.1% | +15.7% | +52.5% | +39.4% |
| All | +68.1% | +18.7% | +49.5% | +39.4% |
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