+289.8%
DOV vs LII
+167.7%
+122.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.6% |
| 7D | +2.5% | +2.1% | +0.4% | +1.5% |
| 30D | -7.5% | -12.4% | +4.9% | -1.5% |
| 3M | -9.7% | -24.8% | +15.1% | +1.6% |
| 6M | -6.1% | -25.2% | +19.1% | +5.2% |
| YTD | +0.5% | -20.3% | +20.7% | +8.6% |
| 1Y | +10.5% | -32.9% | +43.5% | +29.9% |
| 3Y | +41.7% | +2.0% | +39.7% | +27.5% |
| 5Y | +18.4% | +24.4% | -6.0% | -7.2% |
| 10Y | +289.8% | +167.2% | +122.5% | +114.3% |
| All | +289.8% | +167.7% | +122.0% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling