+316.2%
DD vs LII
+3,124.4%
-2,808.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -10.3% | -12.6% | +2.3% | -5.9% |
| 3M | -7.5% | -24.4% | +16.9% | +0.9% |
| 6M | -8.0% | -28.7% | +20.7% | +2.1% |
| YTD | +10.5% | -19.1% | +29.6% | +17.0% |
| 1Y | +38.3% | -29.7% | +68.0% | +53.5% |
| 3Y | +42.5% | +4.8% | +37.7% | +34.4% |
| 5Y | +60.2% | +24.6% | +35.6% | +39.6% |
| 10Y | +68.9% | +169.2% | -100.3% | +11.0% |
| All | +316.2% | +3,124.4% | -2,808.1% | +36.1% |
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