-20.2%
DOW vs LII
-8.2%
-12.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | +5.2% | +2.9% | +2.3% | +4.5% |
| 30D | +13.2% | +0.9% | +12.3% | +12.5% |
| 3M | +10.1% | -15.5% | +25.6% | +14.1% |
| 6M | -13.1% | -30.2% | +17.1% | -8.1% |
| YTD | +46.1% | -26.8% | +73.0% | +49.6% |
| 1Y | +50.0% | -25.3% | +75.3% | +52.0% |
| 3Y | -20.2% | -7.8% | -12.5% | -24.8% |
| All | -20.2% | -8.2% | -12.1% | -24.8% |
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