+165.9%
LII vs DAR
+311.7%
-145.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.9% | +11.6% | -8.6% | +0.4% |
| 30D | +0.9% | -10.2% | +11.2% | +3.2% |
| 3M | -15.5% | -14.8% | -0.7% | -12.9% |
| 6M | -30.2% | -10.1% | -20.1% | -29.3% |
| YTD | -26.8% | +55.5% | -82.4% | -35.6% |
| 1Y | -25.3% | +61.7% | -87.0% | -35.0% |
| 3Y | -7.8% | +37.2% | -44.9% | -19.7% |
| 5Y | +17.0% | -26.9% | +43.9% | +17.0% |
| All | +165.9% | +311.7% | -145.8% | +59.5% |
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