+336.6%
CLF vs LII
+3,124.4%
-2,787.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.2% |
| 7D | +7.6% | -0.7% | +8.3% | +7.9% |
| 30D | -1.2% | -12.6% | +11.4% | +5.9% |
| 3M | -13.4% | -24.4% | +11.1% | -1.5% |
| 6M | +15.4% | -28.7% | +44.1% | +34.8% |
| YTD | -5.9% | -19.1% | +13.3% | +2.2% |
| 1Y | +18.8% | -29.7% | +48.5% | +38.1% |
| 3Y | -19.4% | +4.8% | -24.2% | -27.4% |
| 5Y | -47.7% | +24.6% | -72.3% | -58.1% |
| 10Y | +130.4% | +169.2% | -38.8% | +18.9% |
| All | +336.6% | +3,124.4% | -2,787.7% | -23.1% |
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