-49.6%
CLF vs LII
+22.0%
-71.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -10.9% |
| 7D | -21.0% | +0.2% | -21.2% | -21.1% |
| 30D | -8.0% | -4.6% | -3.4% | -6.8% |
| 3M | -10.9% | -21.7% | +10.7% | -0.9% |
| 6M | +5.8% | -32.8% | +38.6% | +25.1% |
| YTD | -15.1% | -27.5% | +12.4% | -4.7% |
| 1Y | +7.2% | -28.0% | +35.2% | +20.6% |
| 3Y | -34.2% | -7.2% | -26.9% | -38.8% |
| 5Y | -49.6% | +22.6% | -72.2% | -64.8% |
| All | -49.6% | +22.0% | -71.6% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling