+1,185.4%
CAH vs LII
+3,124.4%
-1,938.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.8% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +3.3% | -12.6% | +15.9% | +5.8% |
| 3M | +22.8% | -24.4% | +47.2% | +28.3% |
| 6M | +11.3% | -28.7% | +40.0% | +17.0% |
| YTD | +21.1% | -19.1% | +40.3% | +24.0% |
| 1Y | +67.2% | -29.7% | +96.9% | +75.2% |
| 3Y | +195.6% | +4.8% | +190.8% | +181.1% |
| 5Y | +413.8% | +24.6% | +389.3% | +364.5% |
| 10Y | +309.6% | +169.2% | +140.4% | +217.1% |
| All | +1,185.4% | +3,124.4% | -1,938.9% | +542.9% |
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