-34.6%
DG vs LII
+25.3%
-59.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +8.4% | -0.7% | +9.1% | +8.5% |
| 30D | +4.9% | -12.6% | +17.5% | +7.5% |
| 3M | +29.3% | -24.4% | +53.8% | +34.9% |
| 6M | -11.3% | -28.7% | +17.4% | -6.6% |
| YTD | +1.8% | -19.1% | +20.9% | +4.2% |
| 1Y | +25.3% | -29.7% | +55.0% | +31.7% |
| 3Y | +9.1% | +4.8% | +4.3% | +1.4% |
| All | -34.6% | +25.3% | -59.9% | -44.6% |
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