+22.4%
LII vs CAKE
+163.4%
-141.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +0.9% | -1.6% |
| 7D | +0.5% | -4.6% | +5.0% | +1.7% |
| 30D | -11.2% | -6.6% | -4.7% | -9.8% |
| 3M | -28.8% | +52.9% | -81.7% | -38.2% |
| 6M | -26.9% | +65.7% | -92.7% | -38.3% |
| YTD | -22.2% | +107.8% | -130.0% | -39.0% |
| 1Y | -32.0% | +78.5% | -110.4% | -44.4% |
| 3Y | -0.4% | +266.4% | -266.8% | -36.6% |
| 5Y | +22.4% | +159.6% | -137.2% | -20.4% |
| All | +22.4% | +163.4% | -141.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling