-4.9%
DOW vs LII
+49.0%
-53.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.1% |
| 7D | -9.5% | -0.6% | -8.9% | -9.4% |
| 30D | +13.1% | -4.6% | +17.7% | +14.4% |
| 3M | +4.8% | -21.2% | +26.1% | +14.1% |
| 6M | -16.7% | -36.4% | +19.8% | -4.0% |
| YTD | +38.9% | -28.9% | +67.8% | +49.3% |
| 1Y | +48.3% | -29.5% | +77.8% | +60.1% |
| 3Y | -24.4% | -8.6% | -15.8% | -30.9% |
| 5Y | -29.2% | +20.2% | -49.4% | -45.8% |
| All | -4.9% | +49.0% | -53.9% | -37.9% |
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