+6,781.2%
CME vs LII
+3,971.9%
+2,809.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | +6.2% | -12.6% | +18.8% | +10.9% |
| 3M | +10.4% | -24.4% | +34.9% | +18.7% |
| 6M | -9.5% | -28.7% | +19.2% | -1.9% |
| YTD | +6.0% | -19.1% | +25.2% | +9.4% |
| 1Y | +9.3% | -29.7% | +39.0% | +17.6% |
| 3Y | +57.7% | +4.8% | +52.9% | +37.9% |
| 5Y | +77.7% | +24.6% | +53.1% | +40.0% |
| 10Y | +281.2% | +169.2% | +112.0% | +106.1% |
| All | +6,781.2% | +3,971.9% | +2,809.3% | +1,404.7% |
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