+568.0%
CF vs LII
+162.0%
+406.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | +4.3% | -4.6% | +8.9% | +5.0% |
| 3M | +2.8% | -21.2% | +24.0% | +7.5% |
| 6M | +0.6% | -36.4% | +37.1% | +8.9% |
| YTD | +56.6% | -28.9% | +85.6% | +61.9% |
| 1Y | +49.6% | -29.5% | +79.1% | +54.8% |
| 3Y | +61.5% | -8.6% | +70.1% | +44.6% |
| 5Y | +124.0% | +20.2% | +103.8% | +74.3% |
| All | +568.0% | +162.0% | +406.0% | +322.2% |
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