-100.0%
DFNS vs LII
+47.6%
-147.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -1.6% |
| 7D | -42.8% | -1.2% | -41.6% | -43.2% |
| 30D | -67.6% | -2.0% | -65.6% | -67.7% |
| 3M | -94.9% | -20.2% | -74.6% | -95.6% |
| 6M | -96.7% | -32.5% | -64.2% | -97.3% |
| YTD | -99.6% | -27.4% | -72.2% | -99.7% |
| 1Y | -99.7% | -28.2% | -71.6% | -99.8% |
| 3Y | -100.0% | -7.2% | -92.7% | -100.0% |
| 5Y | -100.0% | +19.9% | -119.9% | -100.0% |
| All | -100.0% | +47.6% | -147.6% | -100.0% |
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