+520.9%
COR vs LII
+162.0%
+358.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +5.1% | -4.6% | +9.7% | +5.8% |
| 3M | +2.8% | -21.2% | +24.1% | +6.8% |
| 6M | +32.5% | -36.4% | +69.0% | +41.7% |
| YTD | -0.7% | -28.9% | +28.3% | +3.1% |
| 1Y | -6.7% | -29.5% | +22.8% | -3.1% |
| 3Y | +73.7% | -8.6% | +82.3% | +60.6% |
| 5Y | +177.9% | +20.2% | +157.7% | +130.6% |
| All | +520.9% | +162.0% | +358.9% | +356.3% |
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