-9.6%
CNH vs LII
+19.4%
-29.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +7.6% | -2.4% | +10.0% | +8.3% |
| 3M | +17.0% | -17.5% | +34.5% | +27.1% |
| 6M | +12.9% | -32.8% | +45.8% | +33.8% |
| YTD | +34.3% | -27.7% | +61.9% | +53.6% |
| 1Y | +28.5% | -28.1% | +56.6% | +47.3% |
| 3Y | +31.9% | -9.7% | +41.5% | +35.9% |
| 5Y | -9.6% | +19.5% | -29.1% | -17.8% |
| All | -9.6% | +19.4% | -29.0% | -17.8% |
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