+293.7%
CAH vs LII
+167.7%
+125.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | +0.5% | +2.1% | -1.6% | 0.0% |
| 30D | +1.7% | -12.4% | +14.1% | +4.5% |
| 3M | +17.9% | -24.8% | +42.7% | +24.0% |
| 6M | +10.9% | -25.2% | +36.1% | +16.2% |
| YTD | +17.9% | -20.3% | +38.1% | +21.1% |
| 1Y | +61.7% | -32.9% | +94.6% | +72.6% |
| 3Y | +183.7% | +2.0% | +181.7% | +160.6% |
| 5Y | +401.3% | +24.4% | +376.9% | +325.5% |
| 10Y | +293.7% | +167.2% | +126.4% | +186.8% |
| All | +293.7% | +167.7% | +125.9% | +186.8% |
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