+162.3%
CVE vs LII
+168.6%
-6.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +16.7% | -12.6% | +29.3% | +21.0% |
| 3M | +9.3% | -24.4% | +33.7% | +15.7% |
| 6M | +43.6% | -28.7% | +72.3% | +53.6% |
| YTD | +93.6% | -19.1% | +112.7% | +97.4% |
| 1Y | +98.8% | -29.7% | +128.5% | +111.5% |
| 3Y | +73.6% | +4.8% | +68.8% | +52.5% |
| 5Y | +312.5% | +24.6% | +287.9% | +231.5% |
| All | +162.3% | +168.6% | -6.3% | +53.5% |
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