+293.7%
CLF vs LII
+2,790.7%
-2,497.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -10.7% |
| 7D | -21.0% | +0.2% | -21.2% | -21.1% |
| 30D | -8.0% | -4.6% | -3.4% | -6.6% |
| 3M | -10.9% | -21.7% | +10.7% | +0.2% |
| 6M | +5.8% | -32.8% | +38.6% | +27.3% |
| YTD | -15.1% | -27.5% | +12.4% | -3.3% |
| 1Y | +7.2% | -28.0% | +35.2% | +22.4% |
| 3Y | -34.2% | -7.2% | -26.9% | -37.1% |
| 5Y | -49.6% | +22.6% | -72.2% | -59.7% |
| 10Y | +109.9% | +171.5% | -61.6% | +6.8% |
| All | +293.7% | +2,790.7% | -2,497.0% | -27.2% |
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