+171.4%
LII vs DTE
+136.5%
+35.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -11.2% | -0.5% | -10.7% | -11.0% |
| 3M | -28.8% | -6.0% | -22.8% | -26.7% |
| 6M | -26.9% | -7.2% | -19.7% | -24.6% |
| YTD | -22.2% | +7.2% | -29.4% | -24.5% |
| 1Y | -32.0% | +4.1% | -36.0% | -33.2% |
| 3Y | -0.4% | +46.9% | -47.3% | -17.0% |
| 5Y | +22.4% | +32.9% | -10.5% | +6.4% |
| 10Y | +171.4% | +144.5% | +26.9% | +87.9% |
| All | +171.4% | +136.5% | +35.0% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling