+958.9%
CRH vs LII
+3,002.6%
-2,043.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -10.8% | -11.2% | +0.4% | -7.1% |
| 3M | -13.5% | -28.8% | +15.3% | -3.6% |
| 6M | -15.4% | -26.9% | +11.5% | -6.8% |
| YTD | -27.6% | -22.2% | -5.4% | -22.0% |
| 1Y | -18.4% | -32.0% | +13.6% | -8.3% |
| 3Y | +72.5% | -0.4% | +73.0% | +68.4% |
| 5Y | +99.2% | +22.4% | +76.7% | +79.0% |
| 10Y | +257.0% | +171.4% | +85.6% | +147.3% |
| All | +958.9% | +3,002.6% | -2,043.7% | +371.5% |
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