+47.7%
CI vs LII
+19.9%
+27.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.4% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | +5.4% | -4.6% | +10.0% | +5.9% |
| 3M | +7.3% | -21.2% | +28.5% | +10.2% |
| 6M | +5.3% | -36.4% | +41.7% | +10.5% |
| YTD | +8.5% | -28.9% | +37.4% | +11.6% |
| 1Y | +17.1% | -29.5% | +46.6% | +20.5% |
| 3Y | +1.4% | -8.6% | +10.0% | -3.2% |
| All | +47.7% | +19.9% | +27.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling