+171.3%
LII vs CRL
+255.5%
-84.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -12.6% | +10.7% | -23.3% | -15.6% |
| 3M | -24.4% | +55.3% | -79.7% | -34.7% |
| 6M | -28.7% | +60.7% | -89.4% | -39.8% |
| YTD | -19.1% | +44.6% | -63.8% | -29.8% |
| 1Y | -29.7% | +77.7% | -107.4% | -43.3% |
| 3Y | +4.8% | +37.6% | -32.9% | -12.8% |
| 5Y | +24.6% | -35.8% | +60.4% | +31.5% |
| All | +171.3% | +255.5% | -84.2% | +56.1% |
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