-71.2%
CBRS vs LII
-32.6%
-38.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.7% | +10.3% |
| 7D | -17.9% | -0.6% | -17.2% | -17.8% |
| 30D | -48.8% | -4.6% | -44.2% | -48.1% |
| 3M | -57.6% | -21.2% | -36.3% | -54.4% |
| All | -71.2% | -32.6% | -38.5% | -66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling