+2,842.5%
LII vs CNI
+3,639.6%
-797.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | +1.0% | -1.2% | -0.7% |
| 30D | -0.6% | +7.5% | -8.0% | -4.1% |
| 3M | -17.0% | +1.7% | -18.7% | -17.7% |
| 6M | -31.1% | +15.4% | -46.6% | -36.1% |
| YTD | -27.7% | +31.5% | -59.2% | -37.3% |
| 1Y | -26.2% | +32.8% | -59.0% | -36.4% |
| 3Y | -9.6% | +21.7% | -31.3% | -19.4% |
| 5Y | +15.7% | +8.7% | +7.0% | +8.3% |
| 10Y | +166.9% | +143.3% | +23.5% | +58.7% |
| All | +2,842.5% | +3,639.6% | -797.1% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling