+91.7%
CNC vs LII
+163.1%
-71.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -4.9% | +0.5% | -5.3% | -5.0% |
| 30D | -3.8% | -11.2% | +7.5% | -0.7% |
| 3M | -3.2% | -28.8% | +25.6% | +4.8% |
| 6M | +47.9% | -26.9% | +74.8% | +58.0% |
| YTD | +55.7% | -22.2% | +77.9% | +63.0% |
| 1Y | +106.2% | -32.0% | +138.2% | +123.7% |
| 3Y | -2.1% | -0.4% | -1.6% | -9.9% |
| 5Y | +3.4% | +22.4% | -19.1% | -13.8% |
| 10Y | +91.7% | +171.4% | -79.8% | +12.6% |
| All | +91.7% | +163.1% | -71.4% | +12.6% |
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