+39.6%
DUK vs LII
+25.8%
+13.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +0.7% | +2.1% | -1.4% | +0.5% |
| 30D | -2.0% | -12.4% | +10.4% | -0.8% |
| 3M | +0.2% | -24.8% | +25.0% | +2.6% |
| 6M | -6.9% | -25.2% | +18.3% | -4.8% |
| YTD | +6.1% | -20.3% | +26.4% | +7.6% |
| 1Y | +4.4% | -32.9% | +37.4% | +7.9% |
| 3Y | +49.1% | +2.0% | +47.1% | +39.0% |
| 5Y | +39.6% | +24.4% | +15.1% | +21.4% |
| All | +39.6% | +25.8% | +13.7% | +21.4% |
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