-99.9%
DFNS vs LII
+64.3%
-164.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +1.3% |
| 7D | -16.0% | -0.7% | -15.3% | -16.8% |
| 30D | -77.7% | -12.6% | -65.1% | -79.8% |
| 3M | -77.2% | -24.4% | -52.7% | -79.9% |
| 6M | -95.2% | -28.7% | -66.5% | -95.8% |
| YTD | -98.0% | -19.1% | -78.8% | -98.1% |
| 1Y | -98.3% | -29.7% | -68.6% | -98.5% |
| 3Y | -99.9% | +4.8% | -104.7% | -99.9% |
| 5Y | -99.9% | +24.6% | -124.4% | -99.9% |
| All | -99.9% | +64.3% | -164.2% | -99.9% |
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