-24.1%
LII vs DGX
+20.6%
-44.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -12.6% | +0.6% | -13.2% | -12.7% |
| 3M | -24.4% | +21.4% | -45.8% | -26.7% |
| All | -24.1% | +20.6% | -44.7% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling