+4.0%
LII vs DTE
+48.5%
-44.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.6% | -2.6% | -10.0% | -11.8% |
| 3M | -24.4% | -3.9% | -20.5% | -23.1% |
| 6M | -28.7% | -7.9% | -20.8% | -26.6% |
| YTD | -19.1% | +7.2% | -26.3% | -20.5% |
| 1Y | -29.7% | +3.1% | -32.8% | -30.2% |
| All | +4.0% | +48.5% | -44.4% | -6.2% |
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