-25.3%
LII vs DTE
+3.3%
-28.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.9% |
| 7D | +2.9% | +3.4% | -0.5% | +0.6% |
| 30D | +0.9% | +8.9% | -8.0% | -4.3% |
| 3M | -15.5% | +1.1% | -16.6% | -16.1% |
| 6M | -30.2% | +0.1% | -30.3% | -29.8% |
| YTD | -26.8% | +11.1% | -37.9% | -32.6% |
| 1Y | -25.3% | +4.9% | -30.2% | -26.8% |
| All | -25.3% | +3.3% | -28.6% | -26.8% |
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