+58.2%
DLR vs LII
+5.3%
+52.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -3.4% | -12.6% | +9.3% | -0.1% |
| 3M | +0.5% | -24.4% | +24.9% | +6.7% |
| 6M | +4.6% | -28.7% | +33.3% | +12.4% |
| YTD | +23.4% | -19.1% | +42.6% | +27.3% |
| 1Y | +19.0% | -29.7% | +48.7% | +27.7% |
| All | +58.2% | +5.3% | +52.9% | +37.3% |
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