+195.1%
COR vs LII
+18.7%
+176.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +5.8% | -0.6% | +6.4% | +5.8% |
| 3M | +11.4% | -17.0% | +28.4% | +12.0% |
| 6M | +34.5% | -31.1% | +65.6% | +35.8% |
| YTD | +4.1% | -27.7% | +31.7% | +4.6% |
| 1Y | -3.1% | -26.2% | +23.0% | -2.8% |
| 3Y | +80.9% | -9.6% | +90.5% | +73.5% |
| 5Y | +195.1% | +15.7% | +179.5% | +171.1% |
| All | +195.1% | +18.7% | +176.4% | +171.1% |
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