+4,577.2%
CNC vs LII
+6,156.9%
-1,579.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | +3.5% | -0.7% | +4.3% | +3.7% |
| 30D | +0.1% | -12.6% | +12.7% | +4.3% |
| 3M | +6.9% | -24.4% | +31.4% | +15.3% |
| 6M | +49.0% | -28.7% | +77.7% | +62.5% |
| YTD | +62.9% | -19.1% | +82.1% | +70.0% |
| 1Y | +134.0% | -29.7% | +163.7% | +154.2% |
| 3Y | +9.4% | +4.8% | +4.6% | 0.0% |
| 5Y | +4.1% | +24.6% | -20.4% | -12.9% |
| 10Y | +95.4% | +169.2% | -73.8% | +20.1% |
| All | +4,577.2% | +6,156.9% | -1,579.7% | +917.0% |
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