+421.5%
CAH vs LII
+170.7%
+250.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.5% |
| 7D | +7.8% | -1.2% | +9.0% | +8.1% |
| 30D | +15.5% | -2.0% | +17.4% | +15.7% |
| 3M | +16.3% | -20.2% | +36.5% | +21.6% |
| 6M | +50.0% | -32.5% | +82.6% | +61.0% |
| YTD | +34.7% | -27.4% | +62.1% | +40.9% |
| 1Y | +35.9% | -28.2% | +64.1% | +42.3% |
| 3Y | +178.5% | -7.2% | +185.7% | +160.7% |
| 5Y | +515.7% | +19.9% | +495.8% | +420.0% |
| 10Y | +421.5% | +168.6% | +252.9% | +268.3% |
| All | +421.5% | +170.7% | +250.8% | +268.3% |
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