+265.0%
C vs LII
+5.3%
+259.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +3.6% | -0.7% | +4.4% | +3.8% |
| 30D | +0.1% | -12.6% | +12.7% | +4.0% |
| 3M | +2.4% | -24.4% | +26.9% | +9.9% |
| 6M | +24.9% | -28.7% | +53.6% | +35.7% |
| YTD | +19.8% | -19.1% | +38.9% | +24.0% |
| 1Y | +44.9% | -29.7% | +74.6% | +56.6% |
| All | +265.0% | +5.3% | +259.7% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling