+1,628.1%
CLS vs LII
+162.0%
+1,466.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.5% |
| 7D | -22.2% | -0.6% | -21.5% | -22.1% |
| 30D | -44.4% | -4.6% | -39.8% | -43.9% |
| 3M | -34.3% | -21.2% | -13.1% | -27.1% |
| 6M | -50.1% | -36.4% | -13.6% | -38.9% |
| YTD | -30.1% | -28.9% | -1.2% | -20.3% |
| 1Y | -39.3% | -29.5% | -9.8% | -30.5% |
| 3Y | +732.7% | -8.6% | +741.3% | +715.8% |
| 5Y | +1,777.2% | +20.2% | +1,757.0% | +1,453.9% |
| All | +1,628.1% | +162.0% | +1,466.1% | +965.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling