+359.5%
DRI vs LII
+162.0%
+197.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.3% |
| 7D | +2.8% | -0.6% | +3.4% | +3.1% |
| 30D | +13.3% | -4.6% | +17.8% | +14.7% |
| 3M | +8.2% | -21.2% | +29.4% | +17.6% |
| 6M | +17.5% | -36.4% | +54.0% | +35.9% |
| YTD | +26.9% | -28.9% | +55.8% | +38.2% |
| 1Y | +31.6% | -29.5% | +61.1% | +43.6% |
| 3Y | +67.0% | -8.6% | +75.5% | +50.2% |
| 5Y | +72.9% | +20.2% | +52.7% | +29.3% |
| All | +359.5% | +162.0% | +197.6% | +146.0% |
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