+230.8%
CORZ vs LII
-19.6%
+250.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.8% | -8.0% | -9.4% |
| 7D | -21.1% | +0.2% | -21.3% | -21.4% |
| 30D | -31.8% | -4.6% | -27.2% | -31.1% |
| 3M | -47.7% | -21.7% | -26.1% | -41.1% |
| 6M | -48.7% | -32.8% | -15.9% | -38.2% |
| YTD | -21.8% | -27.5% | +5.7% | -12.0% |
| 1Y | -47.8% | -28.0% | -19.8% | -40.9% |
| All | +230.8% | -19.6% | +250.4% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling