+145.0%
CI vs LII
+168.6%
-23.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +4.4% | -12.6% | +17.1% | +8.1% |
| 3M | +0.7% | -24.4% | +25.1% | +6.9% |
| 6M | +0.3% | -28.7% | +29.0% | +7.7% |
| YTD | +3.8% | -19.1% | +23.0% | +6.9% |
| 1Y | -5.5% | -29.7% | +24.2% | +0.9% |
| 3Y | +8.1% | +4.8% | +3.3% | -4.1% |
| 5Y | +42.8% | +24.6% | +18.2% | +16.0% |
| All | +145.0% | +168.6% | -23.5% | +39.7% |
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