-29.5%
LII vs CPB
-18.1%
-11.5%
-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% | -2.0% |
| 30D | -4.6% | +22.4% | -27.0% | -7.6% |
| 3M | -21.2% | +3.8% | -25.1% | -22.3% |
| 6M | -36.4% | +13.7% | -50.1% | -38.2% |
| YTD | -28.9% | -11.7% | -17.2% | -26.9% |
| 1Y | -29.5% | -18.1% | -11.4% | -26.3% |
| All | -29.5% | -18.1% | -11.5% | -26.3% |
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