-35.1%
CLF vs LII
-6.9%
-28.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -11.1% |
| 7D | -21.0% | +0.2% | -21.2% | -21.1% |
| 30D | -8.0% | -4.6% | -3.4% | -6.9% |
| 3M | -10.9% | -21.7% | +10.7% | -2.3% |
| 6M | +5.8% | -32.8% | +38.6% | +22.4% |
| YTD | -15.1% | -27.5% | +12.4% | -6.1% |
| 1Y | +7.2% | -28.0% | +35.2% | +18.8% |
| All | -35.1% | -6.9% | -28.2% | -36.4% |
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 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