+5,683.7%
CP vs LII
+3,124.4%
+2,559.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | 0.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +0.2% | -12.6% | +12.8% | +4.2% |
| 3M | +2.6% | -24.4% | +27.0% | +10.2% |
| 6M | +6.0% | -28.7% | +34.7% | +15.3% |
| YTD | +24.9% | -19.1% | +44.1% | +30.6% |
| 1Y | +20.1% | -29.7% | +49.8% | +30.5% |
| 3Y | +16.4% | +4.8% | +11.6% | +9.6% |
| 5Y | +31.7% | +24.6% | +7.2% | +15.1% |
| 10Y | +223.9% | +169.2% | +54.6% | +119.3% |
| All | +5,683.7% | +3,124.4% | +2,559.4% | +1,915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling