+3,595.6%
DLR vs LII
+3,504.8%
+90.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -3.4% | -12.6% | +9.3% | +1.6% |
| 3M | +0.5% | -24.4% | +24.9% | +10.0% |
| 6M | +4.6% | -28.7% | +33.3% | +16.2% |
| YTD | +23.4% | -19.1% | +42.6% | +30.0% |
| 1Y | +19.0% | -29.7% | +48.7% | +31.6% |
| 3Y | +56.5% | +4.8% | +51.7% | +42.6% |
| 5Y | +33.3% | +24.6% | +8.8% | +10.7% |
| 10Y | +165.1% | +169.2% | -4.1% | +50.2% |
| All | +3,595.6% | +3,504.8% | +90.9% | +683.0% |
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