+19.5%
LII vs DAR
-36.3%
+55.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +0.4% | -3.8% | +4.2% | +1.2% |
| 30D | -2.4% | -14.4% | +12.0% | +0.5% |
| 3M | -17.5% | -17.9% | +0.4% | -14.6% |
| 6M | -32.8% | -18.3% | -14.5% | -30.7% |
| YTD | -27.7% | +43.2% | -70.9% | -35.0% |
| 1Y | -28.1% | +57.7% | -85.8% | -36.8% |
| 3Y | -9.7% | +22.7% | -32.4% | -19.1% |
| 5Y | +19.5% | -34.0% | +53.5% | +25.5% |
| All | +19.5% | -36.3% | +55.8% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling