+396.2%
DD vs LII
+2,783.5%
-2,387.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +20.7% | -2.4% | +23.1% | +21.1% |
| 3M | +11.3% | -17.5% | +28.8% | +18.7% |
| 6M | +6.0% | -32.8% | +38.8% | +20.0% |
| YTD | +31.7% | -27.7% | +59.4% | +44.5% |
| 1Y | +32.2% | -28.1% | +60.3% | +45.3% |
| 3Y | +92.7% | -9.7% | +102.3% | +91.5% |
| 5Y | +72.1% | +19.5% | +52.6% | +51.6% |
| 10Y | +99.7% | +170.6% | -71.0% | +31.1% |
| All | +396.2% | +2,783.5% | -2,387.3% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling