+113.9%
CNH vs LII
+172.8%
-58.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +6.7% | -2.3% | +9.0% | +8.1% |
| 30D | +7.2% | -1.7% | +8.9% | +7.5% |
| 3M | +17.5% | -18.3% | +35.8% | +29.6% |
| 6M | +15.0% | -32.3% | +47.3% | +38.3% |
| YTD | +36.8% | -27.1% | +63.9% | +58.0% |
| 1Y | +27.6% | -27.2% | +54.8% | +47.3% |
| 3Y | +34.3% | -8.9% | +43.3% | +33.3% |
| 5Y | -12.2% | +19.7% | -31.9% | -27.5% |
| 10Y | +113.9% | +168.9% | -55.0% | +21.7% |
| All | +113.9% | +172.8% | -58.9% | +21.7% |
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