-10.4%
DOW vs LII
+67.2%
-77.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | -2.9% | +2.1% | -5.0% | -3.8% |
| 30D | +2.0% | -12.4% | +14.4% | +7.3% |
| 3M | -12.5% | -24.8% | +12.3% | -5.1% |
| 6M | -9.2% | -25.2% | +16.0% | -2.9% |
| YTD | +30.8% | -20.3% | +51.0% | +35.4% |
| 1Y | +29.4% | -32.9% | +62.3% | +45.3% |
| 3Y | -34.6% | +2.0% | -36.6% | -42.5% |
| 5Y | -35.9% | +24.4% | -60.4% | -50.2% |
| All | -10.4% | +67.2% | -77.6% | -43.7% |
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