+745.1%
DIA vs LII
+2,734.1%
-1,989.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.1% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | +0.3% | -4.6% | +4.8% | +1.2% |
| 3M | -4.5% | -21.2% | +16.7% | +1.2% |
| 6M | +3.4% | -36.4% | +39.8% | +14.6% |
| YTD | +7.8% | -28.9% | +36.7% | +15.3% |
| 1Y | +10.7% | -29.5% | +40.3% | +18.7% |
| 3Y | +57.5% | -8.6% | +66.1% | +54.2% |
| 5Y | +53.7% | +20.2% | +33.5% | +37.2% |
| 10Y | +247.2% | +166.2% | +80.9% | +149.6% |
| All | +745.1% | +2,734.1% | -1,989.1% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling