+99.7%
CLF vs LII
+162.0%
-62.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.7% |
| 7D | -19.6% | -0.6% | -19.0% | -19.4% |
| 30D | -5.0% | -4.6% | -0.4% | -3.6% |
| 3M | -6.3% | -21.2% | +14.9% | +5.2% |
| 6M | +2.8% | -36.4% | +39.2% | +27.6% |
| YTD | -13.7% | -28.9% | +15.2% | -0.8% |
| 1Y | +13.6% | -29.5% | +43.1% | +30.9% |
| 3Y | -34.0% | -8.6% | -25.4% | -38.2% |
| 5Y | -48.7% | +20.2% | -69.0% | -60.9% |
| All | +99.7% | +162.0% | -62.3% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling