-17.5%
CLF vs LII
+5.3%
-22.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.3% |
| 7D | +7.6% | -0.7% | +8.3% | +7.8% |
| 30D | -1.2% | -12.6% | +11.4% | +4.3% |
| 3M | -13.4% | -24.4% | +11.1% | -4.0% |
| 6M | +15.4% | -28.7% | +44.1% | +30.7% |
| YTD | -5.9% | -19.1% | +13.3% | +0.3% |
| 1Y | +18.8% | -29.7% | +48.5% | +34.3% |
| All | -17.5% | +5.3% | -22.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling