+414.1%
CARR vs LII
+120.1%
+294.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.7% |
| 7D | -4.1% | -3.5% | -0.6% | -1.9% |
| 30D | -11.0% | -13.5% | +2.5% | -2.2% |
| 3M | -16.4% | -26.0% | +9.6% | -0.5% |
| 6M | -2.4% | -26.8% | +24.4% | +17.3% |
| YTD | +8.4% | -22.9% | +31.3% | +25.4% |
| 1Y | -8.0% | -32.6% | +24.6% | +15.9% |
| 3Y | +0.6% | -1.3% | +1.9% | -3.6% |
| 5Y | +7.7% | +23.1% | -15.3% | -13.7% |
| All | +414.1% | +120.1% | +294.0% | +212.0% |
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