+170.6%
LII vs CPB
-40.9%
+211.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | -0.1% |
| 30D | -2.4% | +17.6% | -20.0% | -5.1% |
| 3M | -17.5% | +2.0% | -19.5% | -18.0% |
| 6M | -32.8% | +11.6% | -44.5% | -34.5% |
| YTD | -27.7% | -13.8% | -13.9% | -26.3% |
| 1Y | -28.1% | -21.6% | -6.5% | -25.5% |
| 3Y | -9.7% | -35.8% | +26.1% | -4.4% |
| 5Y | +19.5% | -33.3% | +52.8% | +24.5% |
| 10Y | +170.6% | -39.4% | +210.0% | +175.7% |
| All | +170.6% | -40.9% | +211.5% | +175.7% |
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