+76.3%
CL vs LII
+170.7%
-94.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | +11.6% | -2.0% | +13.5% | +11.8% |
| 3M | +5.6% | -20.2% | +25.8% | +9.6% |
| 6M | +13.2% | -32.5% | +45.7% | +19.7% |
| YTD | +26.9% | -27.4% | +54.3% | +31.8% |
| 1Y | +27.3% | -28.2% | +55.5% | +32.4% |
| 3Y | +39.7% | -7.2% | +46.9% | +34.0% |
| 5Y | +41.3% | +19.9% | +21.4% | +24.7% |
| 10Y | +76.3% | +168.6% | -92.4% | +28.4% |
| All | +76.3% | +170.7% | -94.4% | +28.4% |
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 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