+3,188.9%
LII vs CPB
+9.7%
+3,179.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +2.0% |
| 7D | -0.7% | -8.6% | +7.9% | +1.2% |
| 30D | -12.6% | -7.2% | -5.4% | -11.2% |
| 3M | -24.4% | +0.9% | -25.3% | -24.9% |
| 6M | -28.7% | -11.8% | -16.9% | -27.1% |
| YTD | -19.1% | -19.4% | +0.3% | -15.6% |
| 1Y | -29.7% | -30.4% | +0.7% | -24.1% |
| 3Y | +4.8% | -40.2% | +44.9% | +15.5% |
| 5Y | +24.6% | -39.5% | +64.1% | +35.3% |
| 10Y | +169.2% | -47.4% | +216.6% | +192.8% |
| All | +3,188.9% | +9.7% | +3,179.2% | +2,207.6% |
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