+162.9%
LII vs CAPR
-63.2%
+226.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +8.0% | -0.7% |
| 7D | -0.2% | +19.1% | -19.3% | -0.5% |
| 30D | -0.6% | +48.8% | -49.4% | -1.1% |
| 3M | -17.0% | +144.4% | -161.4% | -18.1% |
| 6M | -31.1% | -67.5% | +36.4% | -30.9% |
| YTD | -27.7% | -64.5% | +36.9% | -27.6% |
| 1Y | -26.2% | +74.4% | -100.6% | -29.3% |
| 3Y | -9.6% | +265.7% | -275.3% | -15.7% |
| 5Y | +15.7% | +196.0% | -180.3% | +7.5% |
| All | +162.9% | -63.2% | +226.1% | +142.4% |
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