-70.5%
CBRS vs LII
-29.3%
-41.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.7% | -7.1% |
| 7D | -18.4% | +7.9% | -26.3% | -20.5% |
| 30D | -49.4% | -0.6% | -48.8% | -49.4% |
| 3M | -59.6% | -19.3% | -40.2% | -56.9% |
| All | -70.5% | -29.3% | -41.2% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling