-2.5%
LII vs DGX
+93.2%
-95.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -3.5% | -3.5% | 0.0% | -2.7% |
| 30D | -13.5% | -2.7% | -10.8% | -13.0% |
| 3M | -26.0% | +13.9% | -39.9% | -28.3% |
| 6M | -26.8% | +16.0% | -42.8% | -29.5% |
| YTD | -22.9% | +34.9% | -57.8% | -28.3% |
| 1Y | -32.6% | +30.6% | -63.2% | -37.0% |
| All | -2.5% | +93.2% | -95.7% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling