+1,342.7%
CAH vs LII
+2,783.5%
-1,440.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | +16.5% | -2.4% | +18.9% | +16.8% |
| 3M | +17.0% | -17.5% | +34.5% | +20.8% |
| 6M | +51.4% | -32.8% | +84.2% | +61.1% |
| YTD | +36.0% | -27.7% | +63.7% | +41.8% |
| 1Y | +36.0% | -28.1% | +64.1% | +41.8% |
| 3Y | +177.5% | -9.7% | +187.2% | +171.1% |
| 5Y | +509.2% | +19.5% | +489.7% | +453.4% |
| 10Y | +408.1% | +170.6% | +237.5% | +293.0% |
| All | +1,342.7% | +2,783.5% | -1,440.8% | +634.8% |
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 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