+4,681.9%
CNC vs LII
+5,520.3%
-838.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.4% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | +4.9% | -2.0% | +6.8% | +5.4% |
| 3M | +4.2% | -20.2% | +24.4% | +11.5% |
| 6M | +22.5% | -32.5% | +55.0% | +36.2% |
| YTD | +66.6% | -27.4% | +93.9% | +79.4% |
| 1Y | +82.5% | -28.2% | +110.6% | +97.2% |
| 3Y | -4.1% | -7.2% | +3.1% | -8.7% |
| 5Y | -8.3% | +19.9% | -28.2% | -22.7% |
| 10Y | +153.6% | +168.6% | -15.0% | +55.3% |
| All | +4,681.9% | +5,520.3% | -838.4% | +973.0% |
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