+89.6%
DE vs LII
-8.2%
+97.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +0.3% | +2.9% | -2.7% | -0.6% |
| 30D | +3.6% | +0.9% | +2.6% | +2.8% |
| 3M | +10.2% | -15.5% | +25.8% | +15.6% |
| 6M | +16.6% | -30.2% | +46.8% | +28.8% |
| YTD | +45.8% | -26.8% | +72.7% | +58.1% |
| 1Y | +43.9% | -25.3% | +69.2% | +54.8% |
| 3Y | +89.6% | -7.8% | +97.4% | +88.6% |
| All | +89.6% | -8.2% | +97.8% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling