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  • LII vs DGX✓SelectedUSD · DGXLII vs DGX performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

LII vs DGX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,188.9%
DGX return
+4,994.7%
Excess return
-1,805.9%
Maximum drawdown
-62.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDGXExcessAlpha
1D+1.2%-0.9%+2.1%+1.4%
7D-0.7%-2.3%+1.6%-0.1%
30D-12.6%+0.6%-13.2%-12.8%
3M-24.4%+21.4%-45.8%-28.8%
6M-28.7%+14.7%-43.4%-31.8%
YTD-19.1%+38.4%-57.6%-26.9%
1Y-29.7%+34.0%-63.7%-35.9%
3Y+4.8%+92.7%-87.9%-15.2%
5Y+24.6%+67.7%-43.1%+4.6%
10Y+169.2%+248.0%-78.8%+80.3%
All+3,188.9%+4,994.7%-1,805.9%+2,152.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling