+168.6%
LII vs DAR
+288.2%
-119.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +1.1% |
| 7D | -1.2% | -2.8% | +1.6% | -0.6% |
| 30D | -2.0% | -12.8% | +10.9% | +0.9% |
| 3M | -20.2% | -11.6% | -8.7% | -18.6% |
| 6M | -32.5% | -16.8% | -15.8% | -30.4% |
| YTD | -27.4% | +45.9% | -73.3% | -35.1% |
| 1Y | -28.2% | +61.5% | -89.6% | -37.5% |
| 3Y | -7.2% | +23.0% | -30.2% | -17.1% |
| 5Y | +19.9% | -35.8% | +55.8% | +23.8% |
| 10Y | +168.6% | +280.4% | -111.7% | +63.9% |
| All | +168.6% | +288.2% | -119.6% | +63.9% |
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