+168.9%
LII vs CRL
+358.0%
-189.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.3% | +5.0% | -7.3% | -3.9% |
| 30D | -1.7% | +13.5% | -15.2% | -6.5% |
| 3M | -18.3% | +21.5% | -39.8% | -24.3% |
| 6M | -32.3% | +103.4% | -135.8% | -47.4% |
| YTD | -27.1% | +71.8% | -98.9% | -40.9% |
| 1Y | -27.2% | +97.5% | -124.7% | -43.7% |
| 3Y | -8.9% | +99.2% | -108.2% | -34.0% |
| 5Y | +19.7% | -12.1% | +31.8% | +12.9% |
| 10Y | +168.9% | +359.2% | -190.3% | +41.8% |
| All | +168.9% | +358.0% | -189.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling