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  • CRS vs LII✓SelectedUSD · LIICRS vs LII performance historyLatest closeAs of-3.53%09/08
Stock and ETF performance explorer

CRS vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,327.0%
LII return
+167.7%
Excess return
+1,159.3%
Maximum drawdown
-74.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D-3.5%-1.4%-2.2%-2.7%
7D-3.1%+2.1%-5.2%-4.2%
30D-19.6%-12.4%-7.2%-13.2%
3M-8.1%-24.8%+16.7%+6.3%
6M+18.6%-25.2%+43.7%+36.9%
YTD+45.9%-20.3%+66.1%+60.5%
1Y+82.5%-32.9%+115.4%+121.9%
3Y+648.9%+2.0%+646.9%+548.7%
5Y+1,438.1%+24.4%+1,413.7%+1,030.5%
10Y+1,327.0%+167.2%+1,159.8%+558.3%
All+1,327.0%+167.7%+1,159.3%+558.3%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling