+77.2%
CL vs LII
+167.2%
-90.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.4% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +13.8% | -4.6% | +18.4% | +14.5% |
| 3M | +6.4% | -21.7% | +28.1% | +10.7% |
| 6M | +15.6% | -32.8% | +48.4% | +22.4% |
| YTD | +27.9% | -27.5% | +55.4% | +32.9% |
| 1Y | +31.4% | -28.0% | +59.4% | +36.6% |
| 3Y | +41.4% | -7.2% | +48.6% | +35.6% |
| 5Y | +42.8% | +22.6% | +20.2% | +25.2% |
| All | +77.2% | +167.2% | -90.0% | +27.5% |
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