+15.7%
LII vs DGX
+91.7%
-76.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -0.2% | +1.9% | -2.1% | -0.9% |
| 30D | -0.6% | +12.7% | -13.3% | -4.7% |
| 3M | -17.0% | +9.6% | -26.6% | -19.8% |
| 6M | -31.1% | +37.6% | -68.7% | -38.9% |
| YTD | -27.7% | +52.1% | -79.8% | -38.5% |
| 1Y | -26.2% | +41.3% | -67.5% | -35.4% |
| 3Y | -9.6% | +106.9% | -116.5% | -34.4% |
| 5Y | +15.7% | +90.7% | -75.0% | -17.5% |
| All | +15.7% | +91.7% | -76.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling