+211.9%
CRWD vs LII
+23.0%
+188.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.5% |
| 7D | -5.5% | -1.2% | -4.3% | -5.0% |
| 30D | -16.9% | -2.0% | -14.9% | -16.7% |
| 3M | +6.6% | -20.2% | +26.8% | +16.1% |
| 6M | +73.2% | -32.5% | +105.8% | +98.4% |
| YTD | +95.1% | -27.4% | +122.4% | +109.1% |
| 1Y | +69.4% | -28.2% | +97.5% | +82.2% |
| 3Y | +379.3% | -7.2% | +386.5% | +300.5% |
| 5Y | +211.9% | +19.9% | +192.0% | +86.1% |
| All | +211.9% | +23.0% | +188.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling