+1,914.6%
CLS vs LII
+169.1%
+1,745.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.0% |
| 7D | +16.3% | +2.9% | +13.3% | +14.7% |
| 30D | -25.7% | +0.9% | -26.6% | -27.1% |
| 3M | -30.9% | -15.5% | -15.3% | -25.8% |
| 6M | -35.5% | -30.2% | -5.3% | -24.8% |
| YTD | -18.7% | -26.8% | +8.1% | -8.6% |
| 1Y | -17.9% | -25.3% | +7.4% | -8.7% |
| 3Y | +838.1% | -7.8% | +845.8% | +815.4% |
| 5Y | +1,971.9% | +17.0% | +1,954.9% | +1,642.0% |
| All | +1,914.6% | +169.1% | +1,745.5% | +1,130.2% |
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