-6.7%
LII vs CAPR
+200.7%
-207.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.8% |
| 7D | +0.2% | +29.7% | -29.5% | -0.1% |
| 30D | -4.6% | +11.0% | -15.6% | -4.8% |
| 3M | -21.7% | +118.8% | -140.5% | -22.5% |
| 6M | -32.8% | -73.9% | +41.1% | -32.5% |
| YTD | -27.5% | -70.2% | +42.7% | -27.3% |
| 1Y | -28.0% | +38.3% | -66.2% | -30.3% |
| All | -6.7% | +200.7% | -207.4% | -14.8% |
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