-32.4%
C vs LII
+2,790.7%
-2,823.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.2% | -3.8% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -7.3% | -4.6% | -2.7% | -5.8% |
| 3M | -13.5% | -21.7% | +8.2% | -4.1% |
| 6M | -6.5% | -32.8% | +26.3% | +8.9% |
| YTD | +3.6% | -27.5% | +31.1% | +15.0% |
| 1Y | +18.9% | -28.0% | +46.9% | +32.1% |
| 3Y | +205.0% | -7.2% | +212.2% | +189.8% |
| 5Y | +109.4% | +22.6% | +86.8% | +67.6% |
| 10Y | +232.9% | +171.5% | +61.4% | +79.2% |
| All | -32.4% | +2,790.7% | -2,823.1% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling