+105.9%
C vs LII
+19.9%
+86.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -6.0% | -4.6% | -1.4% | -4.9% |
| 3M | -10.5% | -21.2% | +10.7% | -4.0% |
| 6M | -5.7% | -36.4% | +30.7% | +7.2% |
| YTD | +4.1% | -28.9% | +33.1% | +12.5% |
| 1Y | +20.5% | -29.5% | +50.0% | +30.5% |
| 3Y | +208.1% | -8.6% | +216.7% | +195.3% |
| All | +105.9% | +19.9% | +86.0% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling