+31.4%
CL vs LII
-27.8%
+59.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.8% | +0.2% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | +13.8% | -4.6% | +18.4% | +14.1% |
| 3M | +6.4% | -21.7% | +28.1% | +8.1% |
| 6M | +15.6% | -32.8% | +48.4% | +17.9% |
| YTD | +27.9% | -27.5% | +55.4% | +29.4% |
| 1Y | +31.4% | -28.0% | +59.4% | +32.7% |
| All | +31.4% | -27.8% | +59.2% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling