+620.0%
CL vs LII
+2,874.9%
-2,255.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +2.8% |
| 7D | +7.7% | +7.9% | -0.2% | +6.6% |
| 30D | +15.2% | -0.6% | +15.8% | +15.2% |
| 3M | +7.3% | -19.3% | +26.7% | +10.5% |
| 6M | +17.0% | -29.8% | +46.9% | +22.0% |
| YTD | +28.0% | -25.4% | +53.4% | +31.8% |
| 1Y | +32.1% | -26.2% | +58.3% | +36.2% |
| 3Y | +41.5% | -4.5% | +46.0% | +38.4% |
| 5Y | +43.9% | +26.7% | +17.2% | +33.2% |
| 10Y | +79.8% | +179.5% | -99.7% | +47.3% |
| All | +620.0% | +2,874.9% | -2,255.0% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling