+163.0%
LII vs DGX
+255.3%
-92.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.4% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -13.0% | -1.2% | -11.9% | -12.7% |
| 3M | -29.0% | +15.8% | -44.8% | -33.1% |
| 6M | -27.7% | +18.2% | -45.8% | -32.6% |
| YTD | -24.2% | +37.2% | -61.4% | -33.6% |
| 1Y | -34.8% | +30.4% | -65.1% | -41.8% |
| 3Y | -4.2% | +96.7% | -100.9% | -29.3% |
| 5Y | +20.9% | +67.2% | -46.3% | -5.5% |
| All | +163.0% | +255.3% | -92.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling