+158.7%
CI vs LII
+162.0%
-3.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.1% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | +5.4% | -4.6% | +10.0% | +6.5% |
| 3M | +7.3% | -21.2% | +28.5% | +13.7% |
| 6M | +5.3% | -36.4% | +41.7% | +16.6% |
| YTD | +8.5% | -28.9% | +37.4% | +15.2% |
| 1Y | +17.1% | -29.5% | +46.6% | +24.5% |
| 3Y | +1.4% | -8.6% | +10.0% | -6.8% |
| 5Y | +50.5% | +20.2% | +30.3% | +20.4% |
| All | +158.7% | +162.0% | -3.2% | +44.3% |
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 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