+231.7%
CTVA vs LII
+56.6%
+175.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | +4.9% | -0.7% | +5.7% | +5.1% |
| 30D | +11.9% | -12.6% | +24.5% | +16.1% |
| 3M | +13.7% | -24.4% | +38.1% | +21.1% |
| 6M | +13.1% | -28.7% | +41.8% | +22.0% |
| YTD | +32.0% | -19.1% | +51.1% | +36.2% |
| 1Y | +22.1% | -29.7% | +51.8% | +30.9% |
| 3Y | +77.5% | +4.8% | +72.7% | +58.6% |
| 5Y | +106.3% | +24.6% | +81.7% | +70.5% |
| All | +231.7% | +56.6% | +175.0% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling