+2,755.1%
CLS vs LII
+168.6%
+2,586.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.2% |
| 7D | +4.6% | -0.7% | +5.3% | +5.1% |
| 30D | -13.9% | -12.6% | -1.3% | -7.7% |
| 3M | -26.6% | -24.4% | -2.1% | -16.5% |
| 6M | +15.4% | -28.7% | +44.1% | +35.6% |
| YTD | +5.7% | -19.1% | +24.8% | +14.7% |
| 1Y | +41.1% | -29.7% | +70.8% | +63.8% |
| 3Y | +1,228.6% | +4.8% | +1,223.8% | +1,132.6% |
| 5Y | +3,240.6% | +24.6% | +3,216.1% | +2,667.9% |
| All | +2,755.1% | +168.6% | +2,586.5% | +1,658.2% |
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 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