-30.8%
CCL vs LII
+162.0%
-192.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.8% |
| 7D | +3.1% | -0.6% | +3.7% | +3.7% |
| 30D | +13.7% | -4.6% | +18.3% | +16.4% |
| 3M | +3.8% | -21.2% | +25.0% | +20.6% |
| 6M | +9.3% | -36.4% | +45.7% | +43.0% |
| YTD | -1.1% | -28.9% | +27.8% | +18.3% |
| 1Y | +14.6% | -29.5% | +44.1% | +37.5% |
| 3Y | +146.4% | -8.6% | +155.0% | +128.9% |
| 5Y | +21.9% | +20.2% | +1.6% | -11.2% |
| All | -30.8% | +162.0% | -192.8% | -68.6% |
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 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