+52.3%
DUK vs LII
+23.0%
+29.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +9.8% | -2.0% | +11.8% | +10.0% |
| 3M | +3.5% | -20.2% | +23.7% | +5.7% |
| 6M | +5.0% | -32.5% | +37.5% | +8.4% |
| YTD | +12.2% | -27.4% | +39.5% | +14.6% |
| 1Y | +7.2% | -28.2% | +35.4% | +9.6% |
| 3Y | +63.0% | -7.2% | +70.3% | +53.4% |
| 5Y | +52.3% | +19.9% | +32.4% | +29.4% |
| All | +52.3% | +23.0% | +29.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling