-4.5%
CRS vs LII
-26.0%
+21.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.8% |
| 7D | +4.3% | +7.9% | -3.6% | +1.6% |
| 30D | -25.5% | -0.6% | -24.9% | -25.9% |
| 3M | -48.7% | -19.3% | -29.4% | -44.6% |
| 6M | -31.6% | -29.8% | -1.8% | -23.3% |
| YTD | -7.0% | -25.4% | +18.4% | -0.6% |
| 1Y | -4.5% | -26.2% | +21.7% | +2.6% |
| All | -4.5% | -26.0% | +21.5% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling