+288.0%
CME vs LII
+166.2%
+121.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.7% | +0.4% | +1.2% | +1.6% |
| 30D | +10.2% | -2.4% | +12.6% | +10.4% |
| 3M | +17.8% | -17.5% | +35.3% | +21.5% |
| 6M | +11.0% | -32.8% | +43.8% | +17.4% |
| YTD | +17.0% | -27.7% | +44.7% | +20.9% |
| 1Y | +15.8% | -28.1% | +43.9% | +19.6% |
| 3Y | +61.8% | -9.7% | +71.4% | +48.9% |
| 5Y | +72.5% | +19.5% | +53.0% | +41.5% |
| 10Y | +288.0% | +170.6% | +117.4% | +144.4% |
| All | +288.0% | +166.2% | +121.8% | +144.4% |
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