+577.4%
CF vs LII
+168.6%
+408.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +14.8% | -12.6% | +27.5% | +18.0% |
| 3M | +14.1% | -24.4% | +38.5% | +19.5% |
| 6M | +28.5% | -28.7% | +57.2% | +35.3% |
| YTD | +74.9% | -19.1% | +94.1% | +76.8% |
| 1Y | +61.7% | -29.7% | +91.4% | +69.5% |
| 3Y | +80.3% | +4.8% | +75.5% | +56.9% |
| 5Y | +226.0% | +24.6% | +201.4% | +160.6% |
| All | +577.4% | +168.6% | +408.8% | +309.8% |
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