+165.4%
LII vs DAR
+268.8%
-103.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -0.6% | -9.9% | +9.3% | +1.7% |
| 30D | -4.6% | -16.4% | +11.8% | -0.9% |
| 3M | -21.2% | -17.1% | -4.2% | -18.4% |
| 6M | -36.4% | -20.5% | -16.0% | -33.8% |
| YTD | -28.9% | +39.4% | -68.3% | -35.9% |
| 1Y | -29.5% | +57.2% | -86.8% | -38.4% |
| 3Y | -8.6% | +13.9% | -22.4% | -16.7% |
| 5Y | +20.2% | -40.8% | +61.0% | +26.6% |
| All | +165.4% | +268.8% | -103.4% | +63.6% |
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