+165.9%
LII vs CRL
+350.3%
-184.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +0.9% | +11.9% | -11.0% | -3.6% |
| 3M | -15.5% | +20.2% | -35.7% | -21.4% |
| 6M | -30.2% | +107.5% | -137.7% | -46.1% |
| YTD | -26.8% | +69.4% | -96.3% | -40.4% |
| 1Y | -25.3% | +99.7% | -125.0% | -42.4% |
| 3Y | -7.8% | +98.8% | -106.5% | -33.1% |
| 5Y | +17.0% | -12.4% | +29.4% | +10.4% |
| All | +165.9% | +350.3% | -184.4% | +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