-29.7%
LII vs CGNX
+42.4%
-72.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -0.7% | +3.0% | -3.7% | -1.4% |
| 30D | -12.6% | -11.8% | -0.8% | -10.3% |
| 3M | -24.4% | -3.6% | -20.8% | -24.1% |
| 6M | -28.7% | +17.4% | -46.1% | -30.9% |
| YTD | -19.1% | +73.7% | -92.9% | -27.2% |
| 1Y | -29.7% | +41.5% | -71.2% | -35.2% |
| All | -29.7% | +42.4% | -72.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling