+208.8%
C vs LII
+166.2%
+42.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -5.2% | -2.4% | -2.8% | -4.7% |
| 3M | -9.1% | -17.5% | +8.4% | -1.9% |
| 6M | -1.6% | -32.8% | +31.3% | +14.0% |
| YTD | +6.9% | -27.7% | +34.6% | +17.8% |
| 1Y | +23.0% | -28.1% | +51.0% | +35.6% |
| 3Y | +216.1% | -9.7% | +225.8% | +196.1% |
| 5Y | +112.2% | +19.5% | +92.8% | +65.0% |
| 10Y | +208.8% | +170.6% | +38.2% | +59.5% |
| All | +208.8% | +166.2% | +42.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling