+3,188.9%
LII vs CNI
+3,491.1%
-302.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | -2.1% | +1.4% | +0.4% |
| 30D | -12.6% | -3.3% | -9.3% | -11.1% |
| 3M | -24.4% | +3.8% | -28.2% | -26.0% |
| 6M | -28.7% | +12.7% | -41.4% | -33.2% |
| YTD | -19.1% | +26.3% | -45.4% | -28.5% |
| 1Y | -29.7% | +29.9% | -59.6% | -38.9% |
| 3Y | +4.8% | +15.9% | -11.2% | -4.3% |
| 5Y | +24.6% | +6.9% | +17.6% | +17.3% |
| 10Y | +169.2% | +126.8% | +42.4% | +65.6% |
| All | +3,188.9% | +3,491.1% | -302.3% | +541.9% |
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