+817.8%
CLS vs LII
+2,790.7%
-1,972.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.8% | -10.2% | -11.8% |
| 7D | -27.3% | +0.2% | -27.5% | -27.5% |
| 30D | -47.0% | -4.6% | -42.4% | -46.6% |
| 3M | -43.3% | -21.7% | -21.7% | -37.7% |
| 6M | -50.8% | -32.8% | -18.0% | -42.7% |
| YTD | -30.4% | -27.5% | -2.9% | -22.3% |
| 1Y | -41.7% | -28.0% | -13.7% | -34.7% |
| 3Y | +701.4% | -7.2% | +708.6% | +693.9% |
| 5Y | +1,767.8% | +22.6% | +1,745.2% | +1,500.3% |
| 10Y | +1,636.8% | +171.5% | +1,465.3% | +931.8% |
| All | +817.8% | +2,790.7% | -1,972.9% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling