-41.3%
CORZ vs LII
-26.0%
-15.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -11.4% |
| 7D | -14.9% | +7.9% | -22.8% | -17.2% |
| 30D | -23.1% | -0.6% | -22.5% | -23.7% |
| 3M | -44.1% | -19.3% | -24.7% | -39.5% |
| 6M | -39.5% | -29.8% | -9.7% | -31.5% |
| YTD | -12.4% | -25.4% | +13.0% | -8.8% |
| 1Y | -41.3% | -26.2% | -15.1% | -38.1% |
| All | -41.3% | -26.0% | -15.3% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling