+795.1%
DUK vs LII
+3,124.4%
-2,329.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.7% | -12.6% | +10.9% | 0.0% |
| 3M | -0.4% | -24.4% | +24.0% | +2.6% |
| 6M | -7.2% | -28.7% | +21.5% | -4.0% |
| YTD | +5.3% | -19.1% | +24.4% | +7.1% |
| 1Y | +3.0% | -29.7% | +32.7% | +6.4% |
| 3Y | +53.1% | +4.8% | +48.3% | +47.6% |
| 5Y | +37.9% | +24.6% | +13.4% | +28.3% |
| 10Y | +124.8% | +169.2% | -44.4% | +87.5% |
| All | +795.1% | +3,124.4% | -2,329.2% | +493.0% |
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