+64.6%
CNP vs LII
-8.9%
+73.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +5.7% | -2.0% | +7.7% | +5.8% |
| 3M | +0.9% | -20.2% | +21.2% | +2.9% |
| 6M | -1.1% | -32.5% | +31.5% | +2.1% |
| YTD | +8.3% | -27.4% | +35.6% | +10.9% |
| 1Y | +5.9% | -28.2% | +34.1% | +8.5% |
| 3Y | +64.6% | -7.2% | +71.9% | +56.7% |
| All | +64.6% | -8.9% | +73.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling