+39.9%
CL vs LII
+19.9%
+20.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +11.4% | -4.6% | +15.9% | +11.9% |
| 3M | +4.4% | -21.2% | +25.6% | +7.4% |
| 6M | +10.8% | -36.4% | +47.2% | +16.3% |
| YTD | +25.1% | -28.9% | +54.1% | +28.9% |
| 1Y | +28.0% | -29.5% | +57.5% | +31.8% |
| 3Y | +37.6% | -8.6% | +46.2% | +32.8% |
| All | +39.9% | +19.9% | +20.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling