+415.5%
CNQ vs LII
+165.8%
+249.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | +0.1% | -6.3% | +6.4% | +1.5% |
| 30D | +6.2% | -13.0% | +19.2% | +9.4% |
| 3M | +12.4% | -29.0% | +41.4% | +19.3% |
| 6M | +9.0% | -27.7% | +36.7% | +14.1% |
| YTD | +52.2% | -24.2% | +76.4% | +56.6% |
| 1Y | +65.0% | -34.8% | +99.8% | +76.6% |
| 3Y | +78.8% | -4.2% | +83.1% | +64.0% |
| 5Y | +286.0% | +20.9% | +265.1% | +220.3% |
| All | +415.5% | +165.8% | +249.7% | +249.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling