+235.7%
DIA vs LII
+169.1%
+66.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +1.5% | +0.9% | +0.6% | +0.8% |
| 3M | -2.4% | -15.5% | +13.1% | +2.4% |
| 6M | +6.0% | -30.2% | +36.2% | +16.5% |
| YTD | +10.1% | -26.8% | +36.9% | +18.0% |
| 1Y | +11.8% | -25.3% | +37.1% | +18.9% |
| 3Y | +59.7% | -7.8% | +67.5% | +50.9% |
| 5Y | +57.9% | +17.0% | +40.9% | +32.0% |
| All | +235.7% | +169.1% | +66.6% | +110.4% |
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