-7.2%
LII vs DTE
+55.3%
-62.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.2% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -2.0% | +9.0% | -11.0% | -5.2% |
| 3M | -20.2% | -0.2% | -20.1% | -20.2% |
| 6M | -32.5% | +0.1% | -32.6% | -32.4% |
| YTD | -27.4% | +10.0% | -37.3% | -29.5% |
| 1Y | -28.2% | +4.7% | -32.8% | -29.2% |
| 3Y | -7.2% | +55.7% | -62.9% | -21.5% |
| All | -7.2% | +55.3% | -62.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling