+58.6%
CVE vs LII
-6.9%
+65.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.6% |
| 7D | -14.1% | +0.2% | -14.3% | -14.1% |
| 30D | -11.6% | -4.6% | -7.0% | -11.5% |
| 3M | 0.0% | -21.7% | +21.7% | +1.9% |
| 6M | -8.4% | -32.8% | +24.4% | -6.3% |
| YTD | +65.9% | -27.5% | +93.4% | +66.0% |
| 1Y | +69.4% | -28.0% | +97.4% | +69.6% |
| All | +58.6% | -6.9% | +65.5% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling