-35.3%
CLS vs LII
-28.3%
-7.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.2% | +5.7% | +7.2% |
| 7D | -10.6% | -1.2% | -9.4% | -10.2% |
| 30D | -38.4% | -2.0% | -36.5% | -38.7% |
| 3M | -29.9% | -20.2% | -9.6% | -23.9% |
| 6M | -40.6% | -32.5% | -8.1% | -31.9% |
| YTD | -24.6% | -27.4% | +2.8% | -19.7% |
| All | -35.3% | -28.3% | -7.0% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling