+22.1%
CTVA vs LII
-28.2%
+50.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -0.9% |
| 7D | +4.9% | -0.7% | +5.7% | +5.0% |
| 30D | +11.9% | -12.6% | +24.5% | +12.5% |
| 3M | +13.7% | -24.4% | +38.1% | +14.5% |
| 6M | +13.1% | -28.7% | +41.8% | +14.9% |
| YTD | +32.0% | -19.1% | +51.1% | +33.6% |
| 1Y | +22.1% | -29.7% | +51.8% | +19.5% |
| All | +22.1% | -28.2% | +50.2% | +19.5% |
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