+3,188.9%
LII vs DAR
+3,264.6%
-75.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.0% | +1.2% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | -12.6% | +12.8% | -25.4% | -13.5% |
| 3M | -24.4% | +7.4% | -31.8% | -25.0% |
| 6M | -28.7% | +22.3% | -51.0% | -30.0% |
| YTD | -19.1% | +81.1% | -100.2% | -23.0% |
| 1Y | -29.7% | +106.5% | -136.2% | -33.9% |
| 3Y | +4.8% | +5.3% | -0.5% | +2.7% |
| 5Y | +24.6% | -11.5% | +36.1% | +22.9% |
| 10Y | +169.2% | +353.3% | -184.1% | +136.1% |
| All | +3,188.9% | +3,264.6% | -75.8% | +2,652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling