-4.3%
CVE vs LII
-31.3%
+27.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -6.3% |
| 7D | -12.1% | +7.9% | -20.0% | -9.5% |
| 30D | -9.8% | -0.6% | -9.2% | -9.3% |
| 3M | -0.7% | -19.3% | +18.6% | -6.8% |
| 6M | -4.3% | -29.8% | +25.5% | -12.4% |
| All | -4.3% | -31.3% | +27.0% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling