+131.2%
CTVA vs LII
+40.1%
+91.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.8% | -23.5% | -24.1% |
| 7D | -23.7% | -0.2% | -23.5% | -23.6% |
| 30D | -31.2% | -0.6% | -30.6% | -31.2% |
| 3M | -18.7% | -17.0% | -1.7% | -14.6% |
| 6M | -25.5% | -31.1% | +5.6% | -18.8% |
| YTD | -8.0% | -27.7% | +19.7% | -2.2% |
| 1Y | -7.0% | -26.2% | +19.2% | -1.8% |
| 3Y | +45.2% | -9.6% | +54.8% | +36.2% |
| 5Y | +32.3% | +15.7% | +16.6% | +10.6% |
| All | +131.2% | +40.1% | +91.1% | +62.1% |
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 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