+1,763.7%
CLS vs LII
+19.9%
+1,743.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.4% |
| 7D | -22.2% | -0.6% | -21.5% | -22.1% |
| 30D | -44.4% | -4.6% | -39.8% | -44.0% |
| 3M | -34.3% | -21.2% | -13.1% | -27.2% |
| 6M | -50.1% | -36.4% | -13.6% | -39.0% |
| YTD | -30.1% | -28.9% | -1.2% | -20.6% |
| 1Y | -39.3% | -29.5% | -9.8% | -30.7% |
| 3Y | +732.7% | -8.6% | +741.3% | +712.2% |
| All | +1,763.7% | +19.9% | +1,743.8% | +1,427.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling