+543.5%
CL vs LII
+3,124.4%
-2,580.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.6% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.8% | -12.6% | +7.8% | -3.1% |
| 3M | +4.9% | -24.4% | +29.3% | +8.4% |
| 6M | -5.7% | -28.7% | +23.0% | -2.0% |
| YTD | +14.4% | -19.1% | +33.5% | +16.6% |
| 1Y | +8.7% | -29.7% | +38.4% | +12.8% |
| 3Y | +30.0% | +4.8% | +25.2% | +25.5% |
| 5Y | +28.4% | +24.6% | +3.8% | +19.2% |
| 10Y | +50.1% | +169.2% | -119.1% | +23.5% |
| All | +543.5% | +3,124.4% | -2,580.9% | +274.6% |
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