-1.8%
CARR vs LII
-26.0%
+24.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.6% |
| 7D | -0.7% | +7.9% | -8.6% | -5.1% |
| 30D | +0.3% | -0.6% | +0.9% | 0.0% |
| 3M | -14.9% | -19.3% | +4.4% | -3.6% |
| 6M | -14.9% | -29.8% | +15.0% | +2.3% |
| YTD | +7.0% | -25.4% | +32.4% | +22.0% |
| 1Y | -1.8% | -26.2% | +24.4% | +12.8% |
| All | -1.8% | -26.0% | +24.3% | +12.8% |
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 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