-25.3%
LII vs CPB
-22.0%
-3.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +0.9% | +19.2% | -18.3% | -1.9% |
| 3M | -15.5% | -1.0% | -14.6% | -16.0% |
| 6M | -30.2% | +15.2% | -45.4% | -32.4% |
| YTD | -26.8% | -13.1% | -13.7% | -24.3% |
| 1Y | -25.3% | -22.4% | -2.8% | -20.4% |
| All | -25.3% | -22.0% | -3.3% | -20.4% |
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