+5.0%
CARR vs LII
+2.8%
+2.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.1% |
| 7D | +3.2% | +2.1% | +1.1% | +1.9% |
| 30D | -7.7% | -12.4% | +4.8% | +0.5% |
| 3M | -11.9% | -24.8% | +12.9% | +3.6% |
| 6M | +2.0% | -25.2% | +27.2% | +20.5% |
| YTD | +13.2% | -20.3% | +33.4% | +27.6% |
| 1Y | -8.5% | -32.9% | +24.4% | +15.5% |
| 3Y | +5.0% | +2.0% | +2.9% | -3.5% |
| All | +5.0% | +2.8% | +2.2% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling