+2,848.5%
LII vs DAR
+2,516.8%
+331.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.6% |
| 7D | +0.2% | -8.1% | +8.3% | +0.8% |
| 30D | -4.6% | -17.1% | +12.5% | -3.3% |
| 3M | -21.7% | -12.3% | -9.4% | -21.1% |
| 6M | -32.8% | -21.8% | -11.0% | -31.8% |
| YTD | -27.5% | +40.8% | -68.3% | -29.7% |
| 1Y | -28.0% | +57.4% | -85.3% | -30.8% |
| 3Y | -7.2% | +12.1% | -19.3% | -9.5% |
| 5Y | +22.6% | -40.2% | +62.8% | +24.4% |
| 10Y | +171.5% | +280.1% | -108.5% | +141.5% |
| All | +2,848.5% | +2,516.8% | +331.7% | +2,412.0% |
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