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  • CDNS vs LII✓SelectedUSD · LIICDNS vs LII performance historyLatest closeAs of-4.00%09/04
Stock and ETF performance explorer

CDNS vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,026.6%
LII return
+171.3%
Excess return
+855.3%
Maximum drawdown
-32.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D-4.0%+1.2%-5.1%-4.5%
7D-14.0%-0.7%-13.3%-13.8%
30D-13.2%-12.6%-0.6%-8.4%
3M-28.9%-24.4%-4.5%-21.6%
6M-4.2%-28.7%+24.5%+7.2%
YTD-6.4%-19.1%+12.8%-1.6%
1Y-16.2%-29.7%+13.5%-6.7%
3Y+20.2%+4.8%+15.4%+8.6%
5Y+76.6%+24.6%+52.1%+42.4%
All+1,026.6%+171.3%+855.3%+574.6%

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