+79.7%
CTVA vs LII
+19.9%
+59.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | -17.6% | -4.6% | -13.1% | -17.0% |
| 3M | +3.4% | -21.2% | +24.6% | +7.6% |
| 6M | -2.6% | -36.4% | +33.9% | +4.4% |
| YTD | +19.1% | -28.9% | +48.0% | +24.2% |
| 1Y | +26.8% | -29.5% | +56.3% | +32.3% |
| 3Y | +63.9% | -8.6% | +72.4% | +58.4% |
| All | +79.7% | +19.9% | +59.8% | +65.2% |
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