-15.2%
CCI vs LII
-32.7%
+17.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +0.2% | +2.1% | -1.9% | +0.1% |
| 30D | +0.5% | -12.4% | +12.9% | +0.7% |
| 3M | -16.3% | -24.8% | +8.5% | -17.0% |
| 6M | -13.9% | -25.2% | +11.2% | -14.5% |
| YTD | -12.4% | -20.3% | +7.8% | -12.9% |
| 1Y | -15.2% | -32.9% | +17.8% | -15.0% |
| All | -15.2% | -32.7% | +17.6% | -15.0% |
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 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 · 6 months rolling