+77.4%
CDNS vs LII
+25.3%
+52.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 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% | -8.2% |
| 3M | -28.9% | -24.4% | -4.5% | -21.4% |
| 6M | -4.2% | -28.7% | +24.5% | +7.7% |
| YTD | -6.4% | -19.1% | +12.8% | -1.9% |
| 1Y | -16.2% | -29.7% | +13.5% | -6.3% |
| 3Y | +20.2% | +4.8% | +15.4% | +3.5% |
| All | +77.4% | +25.3% | +52.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling