+863.5%
DE vs LII
+163.1%
+700.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | -3.0% | +0.5% | -3.5% | -3.3% |
| 30D | +11.1% | -11.2% | +22.4% | +16.4% |
| 3M | +17.6% | -28.8% | +46.4% | +33.2% |
| 6M | +13.6% | -26.9% | +40.5% | +26.5% |
| YTD | +46.3% | -22.2% | +68.5% | +58.4% |
| 1Y | +44.2% | -32.0% | +76.1% | +63.9% |
| 3Y | +76.6% | -0.4% | +77.0% | +63.0% |
| 5Y | +98.2% | +22.4% | +75.8% | +61.7% |
| 10Y | +863.5% | +171.4% | +692.1% | +456.1% |
| All | +863.5% | +163.1% | +700.4% | +456.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling