+28.9%
CP vs LII
-6.9%
+35.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | +6.1% | +0.2% | +5.9% | +6.0% |
| 30D | +9.8% | -4.6% | +14.4% | +10.9% |
| 3M | +2.7% | -21.7% | +24.4% | +9.3% |
| 6M | +12.8% | -32.8% | +45.6% | +23.2% |
| YTD | +28.2% | -27.5% | +55.7% | +36.2% |
| 1Y | +34.1% | -28.0% | +62.1% | +42.7% |
| All | +28.9% | -6.9% | +35.8% | +19.7% |
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