+165.4%
LII vs CRL
+386.8%
-221.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -4.3% |
| 7D | -0.6% | -6.1% | +5.5% | +0.8% |
| 30D | -4.6% | +12.4% | -17.0% | -9.0% |
| 3M | -21.2% | +27.1% | -48.3% | -28.1% |
| 6M | -36.4% | +85.7% | -122.2% | -49.1% |
| YTD | -28.9% | +69.2% | -98.1% | -42.0% |
| 1Y | -29.5% | +97.5% | -127.0% | -45.5% |
| 3Y | -8.6% | +86.1% | -94.7% | -32.1% |
| 5Y | +20.2% | -10.0% | +30.3% | +12.3% |
| All | +165.4% | +386.8% | -221.4% | +41.2% |
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