+406.1%
CAH vs LII
+166.1%
+240.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +16.0% | -0.6% | +16.6% | +15.9% |
| 3M | +19.1% | -17.0% | +36.0% | +23.4% |
| 6M | +53.0% | -31.1% | +84.2% | +63.5% |
| YTD | +36.6% | -27.7% | +64.3% | +43.0% |
| 1Y | +37.4% | -26.2% | +63.6% | +42.9% |
| 3Y | +178.8% | -9.6% | +188.5% | +162.9% |
| 5Y | +498.6% | +15.7% | +482.9% | +411.8% |
| All | +406.1% | +166.1% | +240.1% | +251.1% |
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