+246.7%
CB vs LII
+172.8%
+73.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | +7.3% | -1.7% | +9.0% | +7.5% |
| 3M | +7.0% | -18.3% | +25.3% | +12.1% |
| 6M | +16.3% | -32.3% | +48.7% | +25.9% |
| YTD | +19.7% | -27.1% | +46.8% | +25.8% |
| 1Y | +27.8% | -27.2% | +55.0% | +34.1% |
| 3Y | +72.0% | -8.9% | +80.9% | +58.9% |
| 5Y | +104.9% | +19.7% | +85.2% | +66.6% |
| 10Y | +246.7% | +168.9% | +77.8% | +114.8% |
| All | +246.7% | +172.8% | +73.9% | +114.8% |
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