+5,981.4%
DE vs LII
+3,124.4%
+2,857.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +10.0% | -0.7% | +10.8% | +10.2% |
| 30D | +13.3% | -12.6% | +25.9% | +18.4% |
| 3M | +17.5% | -24.4% | +41.9% | +27.9% |
| 6M | +13.6% | -28.7% | +42.3% | +25.6% |
| YTD | +49.8% | -19.1% | +68.9% | +58.4% |
| 1Y | +47.9% | -29.7% | +77.6% | +63.0% |
| 3Y | +72.5% | +4.8% | +67.8% | +61.8% |
| 5Y | +90.2% | +24.6% | +65.7% | +63.9% |
| 10Y | +865.4% | +169.2% | +696.2% | +531.5% |
| All | +5,981.4% | +3,124.4% | +2,857.0% | +1,827.2% |
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 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