+250.9%
CP vs LII
+162.0%
+89.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +10.2% | -4.6% | +14.8% | +11.6% |
| 3M | +2.4% | -21.2% | +23.6% | +10.3% |
| 6M | +7.7% | -36.4% | +44.1% | +22.7% |
| YTD | +26.0% | -28.9% | +54.9% | +37.2% |
| 1Y | +34.6% | -29.5% | +64.2% | +46.9% |
| 3Y | +26.7% | -8.6% | +35.3% | +21.6% |
| 5Y | +24.9% | +20.2% | +4.7% | +5.0% |
| All | +250.9% | +162.0% | +89.0% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling