+217.6%
CB vs LII
+168.6%
+49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | -3.1% | -12.6% | +9.5% | +0.1% |
| 3M | +9.0% | -24.4% | +33.4% | +15.3% |
| 6M | +2.9% | -28.7% | +31.6% | +9.8% |
| YTD | +10.1% | -19.1% | +29.3% | +13.1% |
| 1Y | +22.8% | -29.7% | +52.5% | +30.5% |
| 3Y | +73.8% | +4.8% | +69.0% | +54.6% |
| 5Y | +99.2% | +24.6% | +74.6% | +62.7% |
| All | +217.6% | +168.6% | +49.1% | +96.2% |
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