-2.5%
LII vs CGNX
+43.9%
-46.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -3.5% | +1.5% | -5.0% | -3.9% |
| 30D | -13.5% | -1.8% | -11.7% | -13.3% |
| 3M | -26.0% | +5.3% | -31.3% | -27.3% |
| 6M | -26.8% | +22.3% | -49.1% | -30.8% |
| YTD | -22.9% | +72.2% | -95.0% | -34.7% |
| 1Y | -32.6% | +39.8% | -72.5% | -39.9% |
| All | -2.5% | +43.9% | -46.4% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling