+170.6%
LII vs DAR
+269.9%
-99.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +0.4% | -3.8% | +4.2% | +1.3% |
| 30D | -2.4% | -14.4% | +12.0% | +0.9% |
| 3M | -17.5% | -17.9% | +0.4% | -14.2% |
| 6M | -32.8% | -18.3% | -14.5% | -30.5% |
| YTD | -27.7% | +43.2% | -70.9% | -35.2% |
| 1Y | -28.1% | +57.7% | -85.8% | -37.1% |
| 3Y | -9.7% | +22.7% | -32.4% | -19.2% |
| 5Y | +19.5% | -34.0% | +53.5% | +22.4% |
| 10Y | +170.6% | +279.5% | -108.9% | +65.8% |
| All | +170.6% | +269.9% | -99.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling