+3,188.9%
LII vs DGX
+4,994.7%
-1,805.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 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