+1,157.5%
CDNS vs LII
+162.0%
+995.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -10.2% | -4.6% | -5.6% | -9.0% |
| 3M | -5.5% | -21.2% | +15.8% | +3.4% |
| 6M | -9.9% | -36.4% | +26.6% | +5.9% |
| YTD | +2.3% | -28.9% | +31.3% | +12.7% |
| 1Y | -1.4% | -29.5% | +28.1% | +8.8% |
| 3Y | +28.1% | -8.6% | +36.7% | +22.0% |
| 5Y | +79.7% | +20.2% | +59.5% | +46.4% |
| All | +1,157.5% | +162.0% | +995.6% | +651.2% |
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