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  • CRS vs LII✓SelectedUSD · LIICRS vs LII performance historyLatest closeAs of+1.68%09/04
Stock and ETF performance explorer

CRS vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,988.5%
LII return
+3,124.4%
Excess return
+2,864.2%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+1.7%+1.2%+0.5%+1.1%
7D-0.2%-0.7%+0.5%+0.1%
30D-16.6%-12.6%-4.0%-10.9%
3M-3.5%-24.4%+21.0%+9.3%
6M+15.4%-28.7%+44.1%+34.3%
YTD+51.2%-19.1%+70.3%+63.9%
1Y+98.3%-29.7%+128.0%+129.4%
3Y+651.5%+4.8%+646.8%+586.4%
5Y+1,411.1%+24.6%+1,386.6%+1,141.4%
10Y+1,424.3%+169.2%+1,255.1%+760.9%
All+5,988.5%+3,124.4%+2,864.2%+1,096.0%

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