+7.3%
LII vs CAPR
+40.5%
-33.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | -12.6% | +139.2% | -151.8% | -13.6% |
| 3M | -24.4% | -66.4% | +41.9% | -24.2% |
| 6M | -28.7% | -63.1% | +34.4% | -28.6% |
| YTD | -19.1% | -67.4% | +48.3% | -18.9% |
| 1Y | -29.7% | +58.2% | -88.0% | -32.3% |
| All | +7.3% | +40.5% | -33.3% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling