+10.5%
DLR vs LII
-27.8%
+38.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | +0.5% | -1.7% | +2.2% | +0.5% |
| 3M | -4.4% | -18.3% | +13.9% | -1.4% |
| 6M | -6.4% | -32.3% | +25.9% | -1.3% |
| YTD | +19.5% | -27.1% | +46.6% | +22.9% |
| 1Y | +10.5% | -27.2% | +37.7% | +13.8% |
| All | +10.5% | -27.8% | +38.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling