+3,285.5%
CCJ vs LII
+2,784.8%
+500.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.2% |
| 7D | +5.0% | -0.2% | +5.3% | +5.1% |
| 30D | -16.7% | -0.6% | -16.1% | -16.9% |
| 3M | -27.5% | -17.0% | -10.5% | -23.6% |
| 6M | -38.6% | -31.1% | -7.5% | -32.1% |
| YTD | -21.5% | -27.7% | +6.1% | -15.0% |
| 1Y | -22.3% | -26.2% | +3.8% | -16.4% |
| 3Y | +69.9% | -9.6% | +79.5% | +68.1% |
| 5Y | +163.6% | +15.7% | +147.9% | +136.5% |
| 10Y | +782.3% | +166.9% | +615.4% | +492.1% |
| All | +3,285.5% | +2,784.8% | +500.7% | +1,086.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling