+74.4%
CNP vs LII
+25.3%
+49.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -1.8% | -12.6% | +10.8% | +0.2% |
| 3M | -4.6% | -24.4% | +19.8% | -1.0% |
| 6M | -8.8% | -28.7% | +19.9% | -4.7% |
| YTD | +5.2% | -19.1% | +24.4% | +7.5% |
| 1Y | +8.3% | -29.7% | +38.0% | +13.1% |
| 3Y | +54.9% | +4.8% | +50.1% | +43.6% |
| All | +74.4% | +25.3% | +49.1% | +57.1% |
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