-10.8%
DOW vs LII
+69.5%
-80.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +0.4% | -12.6% | +13.0% | +5.7% |
| 3M | -14.4% | -24.4% | +10.0% | -7.2% |
| 6M | -7.0% | -28.7% | +21.7% | +2.0% |
| YTD | +30.2% | -19.1% | +49.3% | +34.1% |
| 1Y | +29.2% | -29.7% | +58.9% | +41.9% |
| 3Y | -36.7% | +4.8% | -41.5% | -45.0% |
| 5Y | -37.7% | +24.6% | -62.3% | -51.4% |
| All | -10.8% | +69.5% | -80.3% | -44.2% |
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