-65.0%
CBRS vs LII
-30.6%
-34.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.1% | +10.8% |
| 7D | +21.2% | +2.9% | +18.3% | +20.3% |
| 30D | -23.2% | +0.9% | -24.1% | -23.5% |
| 3M | -52.9% | -15.5% | -37.4% | -50.5% |
| All | -65.0% | -30.6% | -34.4% | -60.0% |
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