-29.4%
CCL vs LII
+172.8%
-202.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.5% | -2.3% | +0.7% | +0.1% |
| 30D | +16.5% | -1.7% | +18.1% | +16.9% |
| 3M | +11.2% | -18.3% | +29.5% | +26.1% |
| 6M | +22.6% | -32.3% | +54.9% | +53.6% |
| YTD | +2.6% | -27.1% | +29.7% | +20.6% |
| 1Y | +17.0% | -27.2% | +44.1% | +37.4% |
| 3Y | +145.5% | -8.9% | +154.5% | +129.3% |
| 5Y | +36.1% | +19.7% | +16.4% | -0.2% |
| 10Y | -29.4% | +168.9% | -198.3% | -68.6% |
| All | -29.4% | +172.8% | -202.2% | -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