-8.6%
LII vs CRL
+86.4%
-95.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -3.6% |
| 7D | -0.6% | -6.1% | +5.5% | +0.4% |
| 30D | -4.6% | +12.4% | -17.0% | -7.9% |
| 3M | -21.2% | +27.1% | -48.3% | -26.4% |
| 6M | -36.4% | +85.7% | -122.2% | -46.2% |
| YTD | -28.9% | +69.2% | -98.1% | -39.0% |
| 1Y | -29.5% | +97.5% | -127.0% | -42.0% |
| 3Y | -8.6% | +86.1% | -94.7% | -26.5% |
| All | -8.6% | +86.4% | -95.0% | -26.5% |
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