+397.5%
CARR vs LII
+107.9%
+289.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.4% |
| 7D | -1.9% | -2.3% | +0.4% | -0.4% |
| 30D | -1.1% | -1.7% | +0.6% | -0.7% |
| 3M | -13.8% | -18.3% | +4.4% | -2.5% |
| 6M | -16.5% | -32.3% | +15.8% | +4.7% |
| YTD | +4.9% | -27.1% | +32.0% | +25.0% |
| 1Y | -2.7% | -27.2% | +24.5% | +16.0% |
| 3Y | +10.4% | -8.9% | +19.4% | +10.7% |
| 5Y | +7.7% | +19.7% | -11.9% | -12.4% |
| All | +397.5% | +107.9% | +289.6% | +210.9% |
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