+2,864.9%
LII vs DTE
+1,188.6%
+1,676.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.3% | +1.6% | -3.9% | -3.0% |
| 30D | -1.7% | +9.1% | -10.8% | -5.3% |
| 3M | -18.3% | +2.4% | -20.7% | -19.1% |
| 6M | -32.3% | -0.2% | -32.1% | -32.2% |
| YTD | -27.1% | +11.0% | -38.1% | -30.4% |
| 1Y | -27.2% | +3.4% | -30.6% | -28.3% |
| 3Y | -8.9% | +57.1% | -66.0% | -26.5% |
| 5Y | +19.7% | +46.6% | -26.9% | -1.0% |
| 10Y | +168.9% | +151.3% | +17.6% | +67.8% |
| All | +2,864.9% | +1,188.6% | +1,676.3% | +928.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling