+825.2%
CCJ vs LII
+162.0%
+663.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.0% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -20.0% | -4.6% | -15.4% | -19.2% |
| 3M | -23.8% | -21.2% | -2.6% | -18.1% |
| 6M | -42.4% | -36.4% | -5.9% | -34.2% |
| YTD | -22.1% | -28.9% | +6.9% | -14.8% |
| 1Y | -20.8% | -29.5% | +8.7% | -13.3% |
| 3Y | +75.7% | -8.6% | +84.3% | +71.8% |
| 5Y | +167.4% | +20.2% | +147.2% | +129.4% |
| All | +825.2% | +162.0% | +663.3% | +544.6% |
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 · 6 months rolling