+84.4%
DT vs LII
+48.7%
+35.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -20.2% | -1.2% | -19.1% | -19.8% |
| 30D | -30.8% | -2.0% | -28.8% | -30.5% |
| 3M | -10.2% | -20.2% | +10.0% | -3.0% |
| 6M | +8.0% | -32.5% | +40.6% | +21.7% |
| YTD | +1.5% | -27.4% | +28.8% | +7.9% |
| 1Y | -6.9% | -28.2% | +21.3% | -0.7% |
| 3Y | -10.9% | -7.2% | -3.7% | -22.3% |
| 5Y | -42.2% | +19.9% | -62.1% | -58.2% |
| All | +84.4% | +48.7% | +35.7% | +23.5% |
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