-26.2%
LII vs DTE
+5.6%
-31.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.1% |
| 7D | +7.9% | +4.2% | +3.7% | +5.2% |
| 30D | -0.6% | +10.0% | -10.6% | -5.9% |
| 3M | -19.3% | -2.1% | -17.3% | -18.4% |
| 6M | -29.8% | -4.7% | -25.2% | -27.8% |
| YTD | -25.4% | +9.3% | -34.7% | -28.9% |
| 1Y | -26.2% | +6.6% | -32.8% | -28.9% |
| All | -26.2% | +5.6% | -31.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling