+3,711.1%
CRS vs LII
+2,783.5%
+927.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -22.9% | -2.4% | -20.5% | -22.6% |
| 3M | -46.8% | -17.5% | -29.4% | -42.1% |
| 6M | -30.4% | -32.8% | +2.4% | -17.3% |
| YTD | -5.4% | -27.7% | +22.3% | +7.5% |
| 1Y | -9.0% | -28.1% | +19.1% | +3.4% |
| 3Y | +352.2% | -9.7% | +361.8% | +341.3% |
| 5Y | +852.2% | +19.5% | +832.8% | +691.5% |
| 10Y | +862.6% | +170.6% | +692.0% | +438.7% |
| All | +3,711.1% | +2,783.5% | +927.5% | +684.4% |
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