+3,340.7%
DLR vs LII
+3,068.5%
+272.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -3.5% | -4.6% | +1.1% | -2.2% |
| 3M | -8.9% | -21.2% | +12.3% | -0.9% |
| 6M | -11.6% | -36.4% | +24.9% | +2.7% |
| YTD | +14.9% | -28.9% | +43.8% | +26.4% |
| 1Y | +6.4% | -29.5% | +36.0% | +17.3% |
| 3Y | +47.3% | -8.6% | +55.8% | +40.7% |
| 5Y | +32.8% | +20.2% | +12.6% | +11.1% |
| 10Y | +169.6% | +166.2% | +3.3% | +51.7% |
| All | +3,340.7% | +3,068.5% | +272.2% | +661.4% |
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 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