+2.7%
CCL vs LII
+2,790.7%
-2,787.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.7% |
| 30D | +11.3% | -4.6% | +15.9% | +13.2% |
| 3M | +0.3% | -21.7% | +21.9% | +11.2% |
| 6M | +16.1% | -32.8% | +48.9% | +36.0% |
| YTD | -1.6% | -27.5% | +26.0% | +11.1% |
| 1Y | +11.8% | -28.0% | +39.7% | +26.4% |
| 3Y | +139.6% | -7.2% | +146.8% | +139.0% |
| 5Y | +21.3% | +22.6% | -1.3% | +7.5% |
| 10Y | -29.8% | +171.5% | -201.3% | -53.5% |
| All | +2.7% | +2,790.7% | -2,787.9% | -74.5% |
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 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