+21.1%
LII vs CGNX
-25.4%
+46.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -3.0% |
| 7D | -6.3% | +3.2% | -9.4% | -7.2% |
| 30D | -13.0% | +6.0% | -19.0% | -14.8% |
| 3M | -29.0% | +3.5% | -32.6% | -30.2% |
| 6M | -27.7% | +26.3% | -53.9% | -33.1% |
| YTD | -24.2% | +79.2% | -103.5% | -38.7% |
| 1Y | -34.8% | +43.8% | -78.6% | -43.8% |
| 3Y | -4.2% | +52.0% | -56.2% | -22.9% |
| All | +21.1% | -25.4% | +46.6% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling