+27.6%
LII vs CRL
-35.5%
+63.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.6% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -12.6% | +10.7% | -23.3% | -15.4% |
| 3M | -24.4% | +55.3% | -79.7% | -34.1% |
| 6M | -28.7% | +60.7% | -89.4% | -39.1% |
| YTD | -19.1% | +44.6% | -63.8% | -29.0% |
| 1Y | -29.7% | +77.7% | -107.4% | -42.5% |
| 3Y | +4.8% | +37.6% | -32.9% | -11.1% |
| All | +27.6% | -35.5% | +63.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling