+13.1%
CNH vs LII
+25.3%
-12.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +3.5% |
| 7D | +23.3% | -0.7% | +24.0% | +23.6% |
| 30D | +33.5% | -12.6% | +46.1% | +41.9% |
| 3M | +32.7% | -24.4% | +57.2% | +49.4% |
| 6M | +22.2% | -28.7% | +50.9% | +41.1% |
| YTD | +57.7% | -19.1% | +76.8% | +72.1% |
| 1Y | +28.0% | -29.7% | +57.7% | +47.6% |
| 3Y | +11.5% | +4.8% | +6.8% | +7.9% |
| All | +13.1% | +25.3% | -12.2% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling