+163.9%
CCJ vs LII
+17.0%
+146.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -0.8% | +2.9% | -3.7% | -1.7% |
| 30D | -13.2% | +0.9% | -14.1% | -13.9% |
| 3M | -27.6% | -15.5% | -12.1% | -23.7% |
| 6M | -38.7% | -30.2% | -8.5% | -31.9% |
| YTD | -22.7% | -26.8% | +4.2% | -16.2% |
| 1Y | -17.6% | -25.3% | +7.7% | -11.3% |
| 3Y | +62.7% | -7.8% | +70.4% | +56.0% |
| All | +163.9% | +17.0% | +146.9% | +108.5% |
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 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