+223.5%
C vs LII
+162.0%
+61.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.1% |
| 30D | -6.0% | -4.6% | -1.4% | -4.6% |
| 3M | -10.5% | -21.2% | +10.7% | -1.6% |
| 6M | -5.7% | -36.4% | +30.7% | +11.9% |
| YTD | +4.1% | -28.9% | +33.1% | +15.6% |
| 1Y | +20.5% | -29.5% | +50.0% | +34.0% |
| 3Y | +208.1% | -8.6% | +216.7% | +186.4% |
| 5Y | +110.4% | +20.2% | +90.2% | +62.6% |
| All | +223.5% | +162.0% | +61.6% | +76.2% |
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