+8,094.8%
COR vs LII
+2,734.1%
+5,360.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +5.1% | -4.6% | +9.7% | +5.8% |
| 3M | +2.8% | -21.2% | +24.1% | +6.6% |
| 6M | +32.5% | -36.4% | +69.0% | +41.2% |
| YTD | -0.7% | -28.9% | +28.3% | +3.2% |
| 1Y | -6.7% | -29.5% | +22.8% | -3.0% |
| 3Y | +73.7% | -8.6% | +82.3% | +68.2% |
| 5Y | +177.9% | +20.2% | +157.7% | +151.3% |
| 10Y | +533.8% | +166.2% | +367.5% | +394.8% |
| All | +8,094.8% | +2,734.1% | +5,360.6% | +3,847.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling