+27.6%
LII vs DAR
-11.0%
+38.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -12.6% | +12.8% | -25.4% | -15.1% |
| 3M | -24.4% | +7.4% | -31.8% | -26.1% |
| 6M | -28.7% | +22.3% | -51.0% | -32.5% |
| YTD | -19.1% | +81.1% | -100.2% | -30.2% |
| 1Y | -29.7% | +106.5% | -136.2% | -41.5% |
| 3Y | +4.8% | +5.3% | -0.5% | -0.1% |
| All | +27.6% | -11.0% | +38.6% | +20.4% |
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