-30.5%
LII vs CAI
-11.0%
-19.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.7% | -2.3% |
| 7D | +0.5% | -3.1% | +3.6% | +0.7% |
| 30D | -11.2% | +2.7% | -13.9% | -11.5% |
| 3M | -28.8% | +41.7% | -70.5% | -30.7% |
| 6M | -26.9% | +26.5% | -53.4% | -28.8% |
| YTD | -22.2% | -10.9% | -11.3% | -22.6% |
| 1Y | -32.0% | -29.2% | -2.7% | -31.4% |
| All | -30.5% | -11.0% | -19.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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