+74.9%
CB vs LII
-6.9%
+81.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.5% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +11.2% | -4.6% | +15.8% | +11.4% |
| 3M | +5.7% | -21.7% | +27.4% | +7.0% |
| 6M | +15.9% | -32.8% | +48.7% | +17.9% |
| YTD | +20.2% | -27.5% | +47.7% | +21.3% |
| 1Y | +32.4% | -28.0% | +60.4% | +33.7% |
| All | +74.9% | -6.9% | +81.8% | +72.0% |
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