+2,854.2%
LII vs DTE
+1,176.2%
+1,678.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.9% |
| 30D | -2.0% | +9.0% | -11.0% | -5.6% |
| 3M | -20.2% | -0.2% | -20.1% | -20.1% |
| 6M | -32.5% | +0.1% | -32.6% | -32.5% |
| YTD | -27.4% | +10.0% | -37.3% | -30.4% |
| 1Y | -28.2% | +4.7% | -32.8% | -29.6% |
| 3Y | -7.2% | +55.7% | -62.9% | -24.8% |
| 5Y | +19.9% | +45.1% | -25.2% | -0.3% |
| 10Y | +168.6% | +145.1% | +23.5% | +69.5% |
| All | +2,854.2% | +1,176.2% | +1,678.0% | +929.3% |
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