+105.2%
CTVA vs LII
+25.8%
+79.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.0% |
| 7D | -2.1% | +2.1% | -4.2% | -2.5% |
| 30D | +12.0% | -12.4% | +24.5% | +14.6% |
| 3M | +13.5% | -24.8% | +38.3% | +18.2% |
| 6M | +12.1% | -25.2% | +37.3% | +16.5% |
| YTD | +29.0% | -20.3% | +49.3% | +32.0% |
| 1Y | +18.9% | -32.9% | +51.8% | +25.8% |
| 3Y | +78.9% | +2.0% | +76.8% | +69.3% |
| 5Y | +105.2% | +24.4% | +80.8% | +103.1% |
| All | +105.2% | +25.8% | +79.4% | +103.1% |
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