+27.1%
CP vs LII
+22.0%
+5.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 3M | +2.7% | -21.7% | +24.4% | +9.7% |
| 6M | +12.8% | -32.8% | +45.6% | +24.0% |
| YTD | +28.2% | -27.5% | +55.7% | +37.0% |
| 1Y | +34.1% | -28.0% | +62.1% | +43.5% |
| 3Y | +28.9% | -7.2% | +36.1% | +24.3% |
| 5Y | +27.1% | +22.6% | +4.5% | +3.9% |
| All | +27.1% | +22.0% | +5.1% | +3.9% |
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