+8,030.6%
COR vs LII
+3,124.4%
+4,906.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -2.0% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | +4.5% | -12.6% | +17.1% | +6.7% |
| 3M | +22.7% | -24.4% | +47.1% | +27.4% |
| 6M | -9.7% | -28.7% | +19.0% | -5.8% |
| YTD | -1.4% | -19.1% | +17.7% | +0.4% |
| 1Y | +13.9% | -29.7% | +43.6% | +18.5% |
| 3Y | +94.0% | +4.8% | +89.2% | +83.7% |
| 5Y | +184.0% | +24.6% | +159.5% | +156.3% |
| 10Y | +406.8% | +169.2% | +237.6% | +295.1% |
| All | +8,030.6% | +3,124.4% | +4,906.3% | +3,742.1% |
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 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