+778.7%
CLS vs LII
-8.4%
+787.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -38.2% | -2.4% | -35.8% | -38.4% |
| 3M | -28.8% | -17.5% | -11.3% | -22.8% |
| 6M | -40.4% | -32.8% | -7.5% | -29.1% |
| YTD | -24.3% | -27.7% | +3.4% | -14.9% |
| 1Y | -35.0% | -28.1% | -7.0% | -26.7% |
| 3Y | +778.7% | -9.7% | +788.4% | +738.4% |
| All | +778.7% | -8.4% | +787.1% | +738.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling