+813.5%
CCJ vs LII
+172.8%
+640.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +3.7% | -2.3% | +6.0% | +4.5% |
| 30D | -13.7% | -1.7% | -12.0% | -13.7% |
| 3M | -24.7% | -18.3% | -6.4% | -20.0% |
| 6M | -38.1% | -32.3% | -5.8% | -30.8% |
| YTD | -18.8% | -27.1% | +8.3% | -11.9% |
| 1Y | -19.5% | -27.2% | +7.7% | -12.7% |
| 3Y | +75.9% | -8.9% | +84.8% | +72.3% |
| 5Y | +173.1% | +19.7% | +153.4% | +134.4% |
| 10Y | +813.5% | +168.9% | +644.6% | +501.5% |
| All | +813.5% | +172.8% | +640.7% | +501.5% |
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