+2,687.6%
CDNS vs LII
+3,124.4%
-436.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.4% |
| 7D | -14.0% | -0.7% | -13.3% | -13.8% |
| 30D | -13.2% | -12.6% | -0.6% | -9.0% |
| 3M | -28.9% | -24.4% | -4.5% | -22.4% |
| 6M | -4.2% | -28.7% | +24.5% | +5.9% |
| YTD | -6.4% | -19.1% | +12.8% | -1.7% |
| 1Y | -16.2% | -29.7% | +13.5% | -7.7% |
| 3Y | +20.2% | +4.8% | +15.4% | +12.3% |
| 5Y | +76.6% | +24.6% | +52.1% | +53.0% |
| 10Y | +1,029.7% | +169.2% | +860.5% | +621.2% |
| All | +2,687.6% | +3,124.4% | -436.7% | +645.7% |
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