-8.8%
LII vs DGX
+106.8%
-115.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.6% |
| 30D | -0.6% | +12.7% | -13.3% | -3.2% |
| 3M | -17.0% | +9.6% | -26.6% | -18.8% |
| 6M | -31.1% | +37.6% | -68.7% | -36.0% |
| YTD | -27.7% | +52.1% | -79.8% | -34.3% |
| 1Y | -26.2% | +41.3% | -67.5% | -31.9% |
| All | -8.8% | +106.8% | -115.6% | -24.0% |
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