+22.4%
LII vs DGX
+64.0%
-41.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.5% | -2.2% | +2.7% | +1.3% |
| 30D | -11.2% | -0.9% | -10.3% | -11.0% |
| 3M | -28.8% | +15.6% | -44.4% | -32.6% |
| 6M | -26.9% | +17.8% | -44.7% | -31.5% |
| YTD | -22.2% | +37.5% | -59.7% | -31.3% |
| 1Y | -32.0% | +31.2% | -63.1% | -39.0% |
| 3Y | -0.4% | +96.6% | -97.0% | -26.9% |
| 5Y | +22.4% | +64.9% | -42.5% | -6.5% |
| All | +22.4% | +64.0% | -41.5% | -6.5% |
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