+167.7%
LII vs CNI
+136.1%
+31.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | -13.5% | -3.5% | -10.0% | -11.9% |
| 3M | -26.0% | +2.2% | -28.2% | -26.9% |
| 6M | -26.8% | +15.1% | -41.9% | -32.1% |
| YTD | -22.9% | +24.7% | -47.5% | -31.3% |
| 1Y | -32.6% | +33.4% | -66.0% | -42.1% |
| 3Y | -1.3% | +19.5% | -20.8% | -11.2% |
| 5Y | +23.1% | +12.6% | +10.5% | +13.0% |
| All | +167.7% | +136.1% | +31.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling