+251.7%
CB vs LII
+169.1%
+82.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.8% |
| 7D | +2.9% | +2.9% | 0.0% | +2.2% |
| 30D | +7.3% | +0.9% | +6.4% | +6.8% |
| 3M | +9.4% | -15.5% | +24.9% | +13.6% |
| 6M | +19.6% | -30.2% | +49.8% | +28.4% |
| YTD | +21.5% | -26.8% | +48.3% | +27.5% |
| 1Y | +28.0% | -25.3% | +53.3% | +33.3% |
| 3Y | +74.9% | -7.8% | +82.6% | +60.9% |
| 5Y | +108.1% | +17.0% | +91.2% | +71.1% |
| All | +251.7% | +169.1% | +82.6% | +117.6% |
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