+178.1%
CNC vs LII
+172.8%
+5.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.3% | -2.3% | -5.0% | -6.7% |
| 30D | +5.2% | -1.7% | +6.8% | +5.5% |
| 3M | +8.6% | -18.3% | +26.9% | +14.4% |
| 6M | +25.1% | -32.3% | +57.4% | +36.8% |
| YTD | +71.3% | -27.1% | +98.4% | +82.1% |
| 1Y | +99.3% | -27.2% | +126.5% | +111.9% |
| 3Y | -1.9% | -8.9% | +7.0% | -7.3% |
| 5Y | -6.4% | +19.7% | -26.1% | -22.1% |
| 10Y | +178.1% | +168.9% | +9.2% | +57.5% |
| All | +178.1% | +172.8% | +5.3% | +57.5% |
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