+1,158.8%
CI vs LII
+2,790.7%
-1,631.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.5% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +9.9% | -4.6% | +14.5% | +11.0% |
| 3M | +12.1% | -21.7% | +33.7% | +19.0% |
| 6M | +10.6% | -32.8% | +43.4% | +20.7% |
| YTD | +11.4% | -27.5% | +38.9% | +18.1% |
| 1Y | +18.8% | -28.0% | +46.7% | +26.0% |
| 3Y | +2.9% | -7.2% | +10.1% | -1.7% |
| 5Y | +54.5% | +22.6% | +31.9% | +32.6% |
| 10Y | +175.7% | +171.5% | +4.2% | +86.9% |
| All | +1,158.8% | +2,790.7% | -1,631.9% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling