+219.9%
CTVA vs LII
+50.7%
+169.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | +11.1% | -11.2% | +22.3% | +14.7% |
| 3M | +13.2% | -28.8% | +42.0% | +22.8% |
| 6M | +8.7% | -26.9% | +35.6% | +16.1% |
| YTD | +27.3% | -22.2% | +49.5% | +32.8% |
| 1Y | +18.0% | -32.0% | +50.0% | +27.7% |
| 3Y | +76.5% | -0.4% | +76.9% | +60.3% |
| 5Y | +105.1% | +22.4% | +82.7% | +69.5% |
| All | +219.9% | +50.7% | +169.2% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling