+858.8%
DUK vs LII
+2,806.7%
-1,947.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | +9.4% | -1.7% | +11.1% | +9.5% |
| 3M | +5.4% | -18.3% | +23.7% | +8.0% |
| 6M | +4.9% | -32.3% | +37.2% | +9.5% |
| YTD | +12.7% | -27.1% | +39.8% | +16.1% |
| 1Y | +7.8% | -27.2% | +35.0% | +10.9% |
| 3Y | +63.3% | -8.9% | +72.3% | +60.3% |
| 5Y | +54.2% | +19.7% | +34.6% | +44.0% |
| 10Y | +156.8% | +168.9% | -12.1% | +114.3% |
| All | +858.8% | +2,806.7% | -1,947.9% | +542.8% |
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