-50.7%
CCI vs LII
+25.3%
-76.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +2.7% | -12.6% | +15.3% | +5.5% |
| 3M | -18.2% | -24.4% | +6.2% | -14.7% |
| 6M | -14.8% | -28.7% | +13.9% | -10.2% |
| YTD | -12.6% | -19.1% | +6.5% | -11.0% |
| 1Y | -16.7% | -29.7% | +13.0% | -12.3% |
| 3Y | -10.5% | +4.8% | -15.3% | -21.8% |
| All | -50.7% | +25.3% | -76.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling