+303.4%
CME vs LII
+169.1%
+134.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +3.9% | +2.9% | +1.0% | +3.4% |
| 30D | +11.3% | +0.9% | +10.4% | +10.9% |
| 3M | +19.6% | -15.5% | +35.1% | +22.8% |
| 6M | +8.1% | -30.2% | +38.3% | +13.5% |
| YTD | +20.4% | -26.8% | +47.2% | +24.1% |
| 1Y | +16.5% | -25.3% | +41.8% | +19.4% |
| 3Y | +66.4% | -7.8% | +74.2% | +52.4% |
| 5Y | +74.5% | +17.0% | +57.5% | +44.6% |
| All | +303.4% | +169.1% | +134.3% | +153.4% |
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 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