+3,188.9%
LII vs DTE
+1,143.9%
+2,044.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.6% | -2.6% | -10.0% | -11.6% |
| 3M | -24.4% | -3.9% | -20.5% | -23.0% |
| 6M | -28.7% | -7.9% | -20.8% | -26.1% |
| YTD | -19.1% | +7.2% | -26.3% | -21.6% |
| 1Y | -29.7% | +3.1% | -32.8% | -30.8% |
| 3Y | +4.8% | +47.6% | -42.8% | -13.3% |
| 5Y | +24.6% | +32.7% | -8.2% | +7.6% |
| 10Y | +169.2% | +138.8% | +30.5% | +71.5% |
| All | +3,188.9% | +1,143.9% | +2,044.9% | +1,058.5% |
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