+31.2%
CNH vs LII
+453.6%
-422.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.5% |
| 7D | -0.4% | +0.2% | -0.5% | -0.5% |
| 30D | -15.2% | -4.6% | -10.6% | -13.6% |
| 3M | +4.3% | -21.7% | +25.9% | +17.3% |
| 6M | +10.1% | -32.8% | +42.9% | +32.4% |
| YTD | +23.2% | -27.5% | +50.7% | +42.3% |
| 1Y | +8.5% | -28.0% | +36.5% | +25.5% |
| 3Y | +4.1% | -7.2% | +11.3% | +2.4% |
| 5Y | -17.8% | +22.6% | -40.5% | -32.7% |
| 10Y | +113.3% | +171.5% | -58.2% | +14.7% |
| All | +31.2% | +453.6% | -422.4% | -44.5% |
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