-68.9%
CBRS vs LII
-31.2%
-37.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.2% | +5.6% | +7.2% |
| 7D | +0.4% | -1.2% | +1.5% | +0.7% |
| 30D | -41.1% | -2.0% | -39.1% | -40.8% |
| 3M | -57.4% | -20.2% | -37.1% | -54.4% |
| All | -68.9% | -31.2% | -37.8% | -64.4% |
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 · Available span rolling