+124.0%
CNH vs LII
+170.7%
-46.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +9.8% |
| 7D | +8.6% | -1.2% | +9.7% | +9.2% |
| 30D | +12.6% | -2.0% | +14.5% | +13.0% |
| 3M | +17.5% | -20.2% | +37.7% | +31.3% |
| 6M | +18.1% | -32.5% | +50.6% | +42.3% |
| YTD | +40.4% | -27.4% | +67.8% | +62.4% |
| 1Y | +34.0% | -28.2% | +62.2% | +55.7% |
| 3Y | +35.3% | -7.2% | +42.5% | +32.9% |
| 5Y | -5.1% | +19.9% | -25.0% | -21.7% |
| 10Y | +124.0% | +168.6% | -44.6% | +32.6% |
| All | +124.0% | +170.7% | -46.7% | +32.6% |
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