+1,751.5%
CLS vs LII
+170.7%
+1,580.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +6.8% |
| 7D | -10.6% | -1.2% | -9.4% | -10.1% |
| 30D | -38.4% | -2.0% | -36.5% | -38.7% |
| 3M | -29.9% | -20.2% | -9.6% | -22.6% |
| 6M | -40.6% | -32.5% | -8.1% | -29.6% |
| YTD | -24.6% | -27.4% | +2.8% | -14.9% |
| 1Y | -30.8% | -28.2% | -2.6% | -21.4% |
| 3Y | +811.7% | -7.2% | +819.0% | +787.5% |
| 5Y | +1,838.4% | +19.9% | +1,818.5% | +1,508.7% |
| 10Y | +1,751.5% | +168.6% | +1,582.9% | +1,038.3% |
| All | +1,751.5% | +170.7% | +1,580.8% | +1,038.3% |
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