+486.6%
COR vs LII
+166.2%
+320.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +7.7% | -2.4% | +10.1% | +8.0% |
| 3M | +7.5% | -17.5% | +25.0% | +10.9% |
| 6M | +34.1% | -32.8% | +67.0% | +42.1% |
| YTD | +3.9% | -27.7% | +31.6% | +7.5% |
| 1Y | -3.6% | -28.1% | +24.4% | -0.3% |
| 3Y | +80.5% | -9.7% | +90.2% | +67.7% |
| 5Y | +194.9% | +19.5% | +175.4% | +145.8% |
| 10Y | +486.6% | +170.6% | +316.0% | +298.0% |
| All | +486.6% | +166.2% | +320.4% | +298.0% |
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