+168.6%
LII vs CRL
+400.8%
-232.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +0.8% |
| 7D | -1.2% | +4.4% | -5.6% | -2.9% |
| 30D | -2.0% | +17.1% | -19.0% | -7.6% |
| 3M | -20.2% | +32.1% | -52.3% | -28.0% |
| 6M | -32.5% | +98.9% | -131.5% | -47.1% |
| YTD | -27.4% | +77.1% | -104.5% | -41.6% |
| 1Y | -28.2% | +110.3% | -138.4% | -45.5% |
| 3Y | -7.2% | +108.5% | -115.7% | -33.7% |
| 5Y | +19.9% | -7.9% | +27.8% | +11.4% |
| 10Y | +168.6% | +368.9% | -200.3% | +41.5% |
| All | +168.6% | +400.8% | -232.2% | +41.5% |
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