+60.7%
CAH vs LII
-33.3%
+94.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +1.2% | -11.2% | +12.4% | +1.9% |
| 3M | +13.1% | -28.8% | +41.9% | +15.0% |
| 6M | +8.5% | -26.9% | +35.4% | +9.7% |
| YTD | +17.6% | -22.2% | +39.8% | +18.2% |
| 1Y | +60.7% | -32.0% | +92.6% | +63.6% |
| All | +60.7% | -33.3% | +94.0% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling