-35.4%
LII vs CAI
-11.3%
-24.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.2% | -8.0% | +7.7% | +0.2% |
| 30D | -0.6% | -18.9% | +18.3% | +0.1% |
| 3M | -17.0% | +7.6% | -24.6% | -18.0% |
| 6M | -31.1% | +43.0% | -74.1% | -33.5% |
| YTD | -27.7% | -11.2% | -16.5% | -28.4% |
| 1Y | -26.2% | -3.3% | -22.9% | -27.5% |
| All | -35.4% | -11.3% | -24.2% | -33.6% |
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