+206.1%
COR vs LII
+17.0%
+189.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +2.9% |
| 7D | +7.8% | +2.9% | +4.9% | +7.7% |
| 30D | +7.0% | +0.9% | +6.1% | +6.9% |
| 3M | +16.3% | -15.5% | +31.8% | +16.8% |
| 6M | +41.3% | -30.2% | +71.5% | +42.6% |
| YTD | +7.1% | -26.8% | +34.0% | +7.6% |
| 1Y | -0.8% | -25.3% | +24.5% | -0.5% |
| 3Y | +85.0% | -7.8% | +92.7% | +77.2% |
| All | +206.1% | +17.0% | +189.1% | +179.7% |
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 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