-34.0%
DG vs LII
+19.9%
-53.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +9.5% | -4.6% | +14.1% | +10.5% |
| 3M | +5.5% | -21.2% | +26.7% | +10.2% |
| 6M | +16.1% | -36.4% | +52.5% | +25.1% |
| YTD | +2.7% | -28.9% | +31.6% | +7.6% |
| 1Y | +42.1% | -29.5% | +71.6% | +49.2% |
| 3Y | +19.3% | -8.6% | +27.8% | +14.0% |
| All | -34.0% | +19.9% | -53.9% | -43.5% |
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