+2,848.5%
LII vs CPB
+20.2%
+2,828.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.0% |
| 7D | +0.2% | +11.6% | -11.4% | -2.4% |
| 30D | -4.6% | +23.3% | -27.9% | -9.2% |
| 3M | -21.7% | +1.6% | -23.3% | -22.2% |
| 6M | -32.8% | +13.9% | -46.7% | -35.3% |
| YTD | -27.5% | -11.7% | -15.8% | -26.1% |
| 1Y | -28.0% | -18.2% | -9.8% | -25.3% |
| 3Y | -7.2% | -35.2% | +28.0% | +0.3% |
| 5Y | +22.6% | -30.5% | +53.1% | +28.6% |
| 10Y | +171.5% | -37.1% | +208.7% | +181.5% |
| All | +2,848.5% | +20.2% | +2,828.3% | +1,920.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling