-28.5%
CCL vs LII
+170.7%
-199.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +2.7% |
| 7D | +3.1% | -1.2% | +4.2% | +4.1% |
| 30D | +17.5% | -2.0% | +19.5% | +18.2% |
| 3M | +6.8% | -20.2% | +27.1% | +23.1% |
| 6M | +18.7% | -32.5% | +51.3% | +49.1% |
| YTD | +3.0% | -27.4% | +30.4% | +21.4% |
| 1Y | +17.7% | -28.2% | +45.9% | +39.6% |
| 3Y | +155.6% | -7.2% | +162.8% | +135.3% |
| 5Y | +30.2% | +19.9% | +10.3% | -4.7% |
| 10Y | -28.5% | +168.6% | -197.1% | -67.5% |
| All | -28.5% | +170.7% | -199.2% | -67.5% |
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