+142.2%
CI vs LII
+170.7%
-28.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +4.7% | -2.0% | +6.6% | +5.0% |
| 3M | +5.2% | -20.2% | +25.5% | +11.2% |
| 6M | +3.8% | -32.5% | +36.3% | +13.1% |
| YTD | +9.2% | -27.4% | +36.6% | +15.3% |
| 1Y | +14.3% | -28.2% | +42.4% | +20.9% |
| 3Y | +8.4% | -7.2% | +15.7% | -0.6% |
| 5Y | +50.0% | +19.9% | +30.1% | +20.9% |
| 10Y | +142.2% | +168.6% | -26.4% | +34.2% |
| All | +142.2% | +170.7% | -28.5% | +34.2% |
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