+5,976.1%
DE vs LII
+2,796.3%
+3,179.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | +3.5% | -1.2% | +4.7% | +3.9% |
| 30D | +11.3% | -2.0% | +13.3% | +11.6% |
| 3M | +11.6% | -20.2% | +31.8% | +19.9% |
| 6M | +20.9% | -32.5% | +53.4% | +36.2% |
| YTD | +49.7% | -27.4% | +77.0% | +63.5% |
| 1Y | +49.5% | -28.2% | +77.6% | +63.6% |
| 3Y | +94.7% | -7.2% | +101.9% | +90.1% |
| 5Y | +107.4% | +19.9% | +87.5% | +80.2% |
| 10Y | +793.2% | +168.6% | +624.5% | +484.0% |
| All | +5,976.1% | +2,796.3% | +3,179.8% | +1,889.5% |
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