+150.9%
CI vs LII
+172.8%
-21.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | +6.4% | -1.7% | +8.1% | +6.6% |
| 3M | +10.7% | -18.3% | +29.0% | +16.3% |
| 6M | +5.5% | -32.3% | +37.8% | +14.8% |
| YTD | +11.4% | -27.1% | +38.5% | +17.5% |
| 1Y | +15.0% | -27.2% | +42.2% | +21.3% |
| 3Y | +9.0% | -8.9% | +17.9% | +0.6% |
| 5Y | +52.0% | +19.7% | +32.3% | +22.6% |
| 10Y | +150.9% | +168.9% | -18.0% | +37.8% |
| All | +150.9% | +172.8% | -21.9% | +37.8% |
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