+22.2%
DG vs LII
-9.2%
+31.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +7.7% | -0.6% | +8.3% | +7.8% |
| 3M | +13.1% | -17.0% | +30.1% | +16.1% |
| 6M | +32.0% | -31.1% | +63.2% | +37.9% |
| YTD | +3.3% | -27.7% | +31.0% | +6.8% |
| 1Y | +31.7% | -26.2% | +57.8% | +35.8% |
| All | +22.2% | -9.2% | +31.4% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling