+4,451.9%
LII vs CRL
+1,379.5%
+3,072.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 3M | -24.4% | +55.3% | -79.7% | -33.6% |
| 6M | -28.7% | +60.7% | -89.4% | -38.6% |
| YTD | -19.1% | +44.6% | -63.8% | -28.6% |
| 1Y | -29.7% | +77.7% | -107.4% | -41.7% |
| 3Y | +4.8% | +37.6% | -32.9% | -10.9% |
| 5Y | +24.6% | -35.8% | +60.4% | +28.1% |
| 10Y | +169.2% | +241.7% | -72.5% | +69.0% |
| All | +4,451.9% | +1,379.5% | +3,072.4% | +2,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling