+420.1%
CORZ vs LII
-10.3%
+430.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.7% |
| 7D | +8.4% | -0.7% | +9.1% | +8.8% |
| 30D | -17.8% | -12.6% | -5.2% | -11.5% |
| 3M | -35.9% | -24.4% | -11.5% | -26.6% |
| 6M | +12.9% | -28.7% | +41.6% | +33.2% |
| YTD | +22.9% | -19.1% | +42.0% | +32.3% |
| 1Y | +31.4% | -29.7% | +61.1% | +54.3% |
| All | +420.1% | -10.3% | +430.4% | +364.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling