-28.1%
LII vs CRL
+106.9%
-135.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | -2.4% | +14.6% | -17.0% | -5.6% |
| 3M | -17.5% | +24.8% | -42.3% | -21.8% |
| 6M | -32.8% | +94.7% | -127.5% | -42.3% |
| YTD | -27.7% | +73.4% | -101.0% | -37.2% |
| 1Y | -28.1% | +104.7% | -132.7% | -43.9% |
| All | -28.1% | +106.9% | -135.0% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling