+46.6%
DE vs LII
-28.7%
+75.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +10.7% | -2.4% | +13.1% | +11.0% |
| 3M | +13.1% | -17.5% | +30.6% | +19.5% |
| 6M | +20.2% | -32.8% | +53.1% | +34.6% |
| YTD | +48.9% | -27.7% | +76.6% | +64.0% |
| 1Y | +46.6% | -28.1% | +74.7% | +61.2% |
| All | +46.6% | -28.7% | +75.3% | +61.2% |
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