+59.3%
CDE vs LII
+172.9%
-113.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.7% |
| 7D | -2.0% | +0.5% | -2.4% | -2.2% |
| 30D | +15.7% | -11.2% | +26.9% | +21.8% |
| 3M | +30.5% | -28.8% | +59.3% | +49.1% |
| 6M | -7.4% | -26.9% | +19.5% | +4.7% |
| YTD | +17.9% | -22.2% | +40.1% | +29.8% |
| 1Y | +46.7% | -32.0% | +78.7% | +69.9% |
| 3Y | +851.3% | -0.4% | +851.7% | +819.3% |
| 5Y | +202.9% | +22.4% | +180.5% | +159.2% |
| All | +59.3% | +172.9% | -113.6% | +10.6% |
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