+7.3%
LII vs CRL
+38.0%
-30.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.6% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -12.6% | +10.7% | -23.3% | -14.9% |
| 3M | -24.4% | +55.3% | -79.7% | -32.4% |
| 6M | -28.7% | +60.7% | -89.4% | -37.3% |
| YTD | -19.1% | +44.6% | -63.8% | -27.3% |
| 1Y | -29.7% | +77.7% | -107.4% | -40.2% |
| All | +7.3% | +38.0% | -30.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling