+3,262.9%
CCJ vs LII
+2,734.1%
+528.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.4% |
| 6M | -42.4% | -36.4% | -5.9% | -34.7% |
| YTD | -22.1% | -28.9% | +6.9% | -15.1% |
| 1Y | -20.8% | -29.5% | +8.7% | -13.6% |
| 3Y | +75.7% | -8.6% | +84.3% | +73.1% |
| 5Y | +167.4% | +20.2% | +147.2% | +137.0% |
| 10Y | +826.3% | +166.2% | +660.1% | +521.7% |
| All | +3,262.9% | +2,734.1% | +528.7% | +1,084.6% |
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