+63.2%
CME vs LII
-8.7%
+71.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.5% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +13.2% | -4.6% | +17.8% | +13.0% |
| 3M | +16.3% | -21.2% | +37.5% | +15.0% |
| 6M | +7.1% | -36.4% | +43.6% | +5.2% |
| YTD | +15.8% | -28.9% | +44.8% | +14.2% |
| 1Y | +17.1% | -29.5% | +46.6% | +15.4% |
| 3Y | +63.2% | -8.6% | +71.7% | +59.8% |
| All | +63.2% | -8.7% | +71.9% | +59.8% |
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 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