+27.7%
CL vs LII
-27.4%
+55.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | +9.5% | -1.7% | +11.2% | +9.6% |
| 3M | +6.8% | -18.3% | +25.1% | +8.1% |
| 6M | +14.3% | -32.3% | +46.6% | +16.4% |
| YTD | +27.0% | -27.1% | +54.1% | +28.5% |
| All | +27.7% | -27.4% | +55.2% | +27.8% |
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