+4,651.4%
CCJ vs LII
+3,124.4%
+1,527.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | +0.7% | -0.7% | +1.5% | +1.0% |
| 30D | +6.9% | -12.6% | +19.5% | +11.4% |
| 3M | -11.6% | -24.4% | +12.8% | -4.6% |
| 6M | -16.2% | -28.7% | +12.5% | -8.0% |
| YTD | +10.1% | -19.1% | +29.3% | +15.8% |
| 1Y | +32.3% | -29.7% | +62.0% | +44.5% |
| 3Y | +171.3% | +4.8% | +166.5% | +156.6% |
| 5Y | +372.4% | +24.6% | +347.8% | +315.4% |
| 10Y | +1,070.0% | +169.2% | +900.8% | +684.9% |
| All | +4,651.4% | +3,124.4% | +1,527.0% | +1,515.6% |
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