+3,813.3%
CRS vs LII
+2,796.3%
+1,017.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +8.6% |
| 7D | +4.9% | -1.2% | +6.1% | +5.6% |
| 30D | -20.8% | -2.0% | -18.9% | -20.7% |
| 3M | -46.4% | -20.2% | -26.2% | -40.7% |
| 6M | -28.6% | -32.5% | +4.0% | -15.3% |
| YTD | -2.8% | -27.4% | +24.6% | +10.1% |
| 1Y | -6.7% | -28.2% | +21.4% | +6.1% |
| 3Y | +368.0% | -7.2% | +375.2% | +350.5% |
| 5Y | +852.9% | +19.9% | +833.0% | +690.7% |
| 10Y | +905.1% | +168.6% | +736.5% | +464.2% |
| All | +3,813.3% | +2,796.3% | +1,017.0% | +703.6% |
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