+70.8%
DRI vs LII
-8.9%
+79.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +16.2% | -2.0% | +18.2% | +16.4% |
| 3M | +8.4% | -20.2% | +28.6% | +12.0% |
| 6M | +19.0% | -32.5% | +51.5% | +25.0% |
| YTD | +28.8% | -27.4% | +56.2% | +32.6% |
| 1Y | +33.1% | -28.2% | +61.3% | +37.2% |
| 3Y | +70.8% | -7.2% | +78.0% | +59.8% |
| All | +70.8% | -8.9% | +79.7% | +59.8% |
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