+61.6%
DIA vs LII
+5.3%
+56.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -1.5% | -12.6% | +11.1% | +1.2% |
| 3M | +3.8% | -24.4% | +28.2% | +9.1% |
| 6M | +10.3% | -28.7% | +39.0% | +16.9% |
| YTD | +12.1% | -19.1% | +31.2% | +15.2% |
| 1Y | +18.6% | -29.7% | +48.3% | +25.5% |
| All | +61.6% | +5.3% | +56.3% | +57.3% |
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 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