-29.5%
LII vs CPB
-19.1%
-10.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -0.6% | +8.0% | -8.6% | -1.9% |
| 30D | -4.6% | +22.4% | -27.0% | -7.5% |
| 3M | -21.2% | +2.5% | -23.7% | -22.1% |
| 6M | -36.4% | +12.2% | -48.7% | -38.1% |
| YTD | -28.9% | -12.8% | -16.1% | -26.8% |
| 1Y | -29.5% | -19.2% | -10.4% | -26.2% |
| All | -29.5% | -19.1% | -10.4% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling