+2,875.8%
LII vs DGX
+5,498.0%
-2,622.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | +2.9% | +1.6% | +1.4% | +2.5% |
| 30D | +0.9% | +11.2% | -10.3% | -2.2% |
| 3M | -15.5% | +10.4% | -25.9% | -18.1% |
| 6M | -30.2% | +37.1% | -67.3% | -36.6% |
| YTD | -26.8% | +52.1% | -79.0% | -35.8% |
| 1Y | -25.3% | +40.7% | -66.0% | -32.9% |
| 3Y | -7.8% | +107.6% | -115.3% | -27.0% |
| 5Y | +17.0% | +90.6% | -73.6% | -5.5% |
| 10Y | +169.9% | +287.9% | -118.1% | +75.0% |
| All | +2,875.8% | +5,498.0% | -2,622.2% | +1,879.8% |
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