-31.9%
CORZ vs LII
-28.7%
-3.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.4% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -14.8% | -2.4% | -12.4% | -15.0% |
| 3M | -32.5% | -17.5% | -15.0% | -28.0% |
| 6M | -42.7% | -32.8% | -9.9% | -34.3% |
| YTD | -9.8% | -27.7% | +17.9% | -5.0% |
| 1Y | -31.9% | -28.1% | -3.9% | -27.2% |
| All | -31.9% | -28.7% | -3.3% | -27.2% |
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