+125.9%
DUK vs LII
+170.6%
-44.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -1.7% | -3.5% | +1.8% | -1.1% |
| 30D | -2.2% | -13.5% | +11.3% | +0.1% |
| 3M | -3.7% | -26.0% | +22.3% | +0.5% |
| 6M | -6.3% | -26.8% | +20.5% | -2.5% |
| YTD | +4.5% | -22.9% | +27.4% | +7.5% |
| 1Y | +1.8% | -32.6% | +34.4% | +7.2% |
| 3Y | +46.8% | -1.3% | +48.1% | +36.7% |
| 5Y | +40.2% | +23.1% | +17.2% | +20.7% |
| All | +125.9% | +170.6% | -44.7% | +58.6% |
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