+19.9%
LII vs CAPR
+160.6%
-140.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.3% | +2.1% |
| 7D | -1.2% | +36.0% | -37.2% | -1.6% |
| 30D | -2.0% | +25.8% | -27.8% | -2.3% |
| 3M | -20.2% | +140.8% | -161.1% | -21.3% |
| 6M | -32.5% | -67.6% | +35.0% | -32.3% |
| YTD | -27.4% | -65.9% | +38.5% | -27.3% |
| 1Y | -28.2% | +66.1% | -94.3% | -31.4% |
| 3Y | -7.2% | +256.9% | -264.1% | -18.4% |
| 5Y | +19.9% | +172.1% | -152.2% | +5.9% |
| All | +19.9% | +160.6% | -140.7% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling