+853.8%
DUK vs LII
+2,796.3%
-1,942.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 6M | +5.0% | -32.5% | +37.5% | +9.6% |
| YTD | +12.2% | -27.4% | +39.5% | +15.5% |
| 1Y | +7.2% | -28.2% | +35.4% | +10.5% |
| 3Y | +63.0% | -7.2% | +70.3% | +59.6% |
| 5Y | +52.3% | +19.9% | +32.4% | +42.1% |
| 10Y | +148.5% | +168.6% | -20.1% | +107.4% |
| All | +853.8% | +2,796.3% | -1,942.5% | +539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling