+82.5%
CRS vs LII
-32.7%
+115.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.0% |
| 7D | -3.1% | +2.1% | -5.2% | -3.9% |
| 30D | -19.6% | -12.4% | -7.2% | -15.2% |
| 3M | -8.1% | -24.8% | +16.7% | +1.3% |
| 6M | +18.6% | -25.2% | +43.7% | +29.2% |
| YTD | +45.9% | -20.3% | +66.1% | +54.4% |
| 1Y | +82.5% | -32.9% | +115.4% | +109.2% |
| All | +82.5% | -32.7% | +115.2% | +109.2% |
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