-27.2%
LII vs DAR
+65.2%
-92.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.8% |
| 7D | -2.3% | +3.6% | -5.9% | -2.3% |
| 30D | -1.7% | -11.3% | +9.6% | -1.8% |
| 3M | -18.3% | -13.1% | -5.2% | -18.6% |
| 6M | -32.3% | -15.1% | -17.2% | -31.8% |
| YTD | -27.1% | +50.5% | -77.6% | -40.8% |
| 1Y | -27.2% | +57.9% | -85.1% | -42.2% |
| All | -27.2% | +65.2% | -92.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling