+165.4%
LII vs CAPR
-68.5%
+233.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -0.6% | +41.1% | -41.7% | -1.0% |
| 30D | -4.6% | +11.1% | -15.7% | -4.8% |
| 3M | -21.2% | +115.3% | -136.5% | -22.2% |
| 6M | -36.4% | -73.8% | +37.4% | -36.1% |
| YTD | -28.9% | -68.8% | +39.9% | -28.7% |
| 1Y | -29.5% | +43.3% | -72.8% | -32.3% |
| 3Y | -8.6% | +214.7% | -223.3% | -14.6% |
| 5Y | +20.2% | +141.3% | -121.1% | +12.0% |
| All | +165.4% | -68.5% | +233.9% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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