+2,982.6%
LII vs CGNX
+959.4%
+2,023.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.9% |
| 7D | -6.3% | +3.2% | -9.4% | -7.1% |
| 30D | -13.0% | +6.0% | -19.0% | -14.6% |
| 3M | -29.0% | +3.5% | -32.6% | -30.0% |
| 6M | -27.7% | +26.3% | -53.9% | -32.4% |
| YTD | -24.2% | +79.2% | -103.5% | -36.8% |
| 1Y | -34.8% | +43.8% | -78.6% | -42.8% |
| 3Y | -4.2% | +52.0% | -56.2% | -19.6% |
| 5Y | +20.9% | -24.0% | +44.9% | +18.8% |
| 10Y | +164.4% | +189.1% | -24.7% | +70.5% |
| All | +2,982.6% | +959.4% | +2,023.2% | +1,040.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling