-8.6%
LII vs DAR
+11.9%
-20.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.8% |
| 7D | -0.6% | -9.9% | +9.3% | +0.7% |
| 30D | -4.6% | -16.4% | +11.8% | -2.5% |
| 3M | -21.2% | -17.1% | -4.2% | -19.7% |
| 6M | -36.4% | -20.5% | -16.0% | -34.9% |
| YTD | -28.9% | +39.4% | -68.3% | -34.6% |
| 1Y | -29.5% | +57.2% | -86.8% | -36.6% |
| 3Y | -8.6% | +13.9% | -22.4% | -15.9% |
| All | -8.6% | +11.9% | -20.4% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling