+165.9%
LII vs DTE
+152.1%
+13.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +2.9% | +3.4% | -0.5% | +1.4% |
| 30D | +0.9% | +8.9% | -8.0% | -2.7% |
| 3M | -15.5% | +1.1% | -16.6% | -15.9% |
| 6M | -30.2% | +0.1% | -30.3% | -30.1% |
| YTD | -26.8% | +11.1% | -37.9% | -30.1% |
| 1Y | -25.3% | +4.9% | -30.2% | -26.8% |
| 3Y | -7.8% | +58.6% | -66.3% | -25.6% |
| 5Y | +17.0% | +47.3% | -30.3% | -2.8% |
| All | +165.9% | +152.1% | +13.8% | +80.5% |
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