-100.0%
DFNS vs LII
+19.4%
-119.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.3% | +12.5% |
| 7D | -37.0% | +0.4% | -37.4% | -36.8% |
| 30D | -63.4% | -2.4% | -61.0% | -63.8% |
| 3M | -94.1% | -17.5% | -76.6% | -94.9% |
| 6M | -96.3% | -32.8% | -63.5% | -97.1% |
| YTD | -99.6% | -27.7% | -71.9% | -99.6% |
| 1Y | -99.7% | -28.1% | -71.6% | -99.8% |
| 3Y | -100.0% | -9.7% | -90.3% | -100.0% |
| 5Y | -100.0% | +19.5% | -119.5% | -100.0% |
| All | -100.0% | +19.4% | -119.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling