+119.3%
DG vs LII
+170.7%
-51.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | +0.7% | -1.2% | +1.8% | +1.0% |
| 30D | +7.4% | -2.0% | +9.4% | +7.8% |
| 3M | +8.5% | -20.2% | +28.7% | +13.7% |
| 6M | +21.9% | -32.5% | +54.4% | +31.0% |
| YTD | +4.9% | -27.4% | +32.3% | +10.3% |
| 1Y | +40.4% | -28.2% | +68.6% | +48.0% |
| 3Y | +23.5% | -7.2% | +30.7% | +18.8% |
| 5Y | -32.3% | +19.9% | -52.2% | -40.9% |
| 10Y | +119.3% | +168.6% | -49.3% | +54.3% |
| All | +119.3% | +170.7% | -51.4% | +54.3% |
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