-29.4%
CCL vs LII
+166.2%
-195.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | +17.3% | -2.4% | +19.6% | +18.3% |
| 3M | +11.3% | -17.5% | +28.8% | +25.3% |
| 6M | +18.5% | -32.8% | +51.3% | +49.2% |
| YTD | +2.8% | -27.7% | +30.5% | +21.5% |
| 1Y | +16.7% | -28.1% | +44.8% | +38.3% |
| 3Y | +146.0% | -9.7% | +155.7% | +131.0% |
| 5Y | +33.6% | +19.5% | +14.1% | -2.0% |
| 10Y | -29.4% | +170.6% | -200.1% | -68.5% |
| All | -29.4% | +166.2% | -195.7% | -68.5% |
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 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