+168.6%
LII vs CPB
-39.9%
+208.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | -1.2% | +3.3% | -4.4% | -1.7% |
| 30D | -2.0% | +19.0% | -21.0% | -4.9% |
| 3M | -20.2% | +0.4% | -20.7% | -20.5% |
| 6M | -32.5% | +13.0% | -45.5% | -34.3% |
| YTD | -27.4% | -12.7% | -14.6% | -26.1% |
| 1Y | -28.2% | -20.9% | -7.3% | -25.7% |
| 3Y | -7.2% | -35.4% | +28.2% | -1.9% |
| 5Y | +19.9% | -32.3% | +52.2% | +24.6% |
| 10Y | +168.6% | -40.5% | +209.2% | +176.5% |
| All | +168.6% | -39.9% | +208.6% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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