-99.6%
DFNS vs LII
-27.8%
-71.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +13.6% |
| 7D | -13.0% | -2.3% | -10.7% | -16.0% |
| 30D | -56.9% | -1.7% | -55.2% | -57.3% |
| 3M | -93.2% | -18.3% | -74.9% | -94.9% |
| 6M | -95.4% | -32.3% | -63.1% | -97.2% |
| YTD | -99.5% | -27.1% | -72.4% | -99.7% |
| 1Y | -99.6% | -27.2% | -72.5% | -99.8% |
| All | -99.6% | -27.8% | -71.9% | -99.8% |
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