-33.8%
CAG vs LII
+163.1%
-196.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | +2.3% | -11.2% | +13.5% | +4.2% |
| 3M | +16.3% | -28.8% | +45.1% | +21.9% |
| 6M | -16.0% | -26.9% | +10.9% | -12.7% |
| YTD | -7.7% | -22.2% | +14.5% | -5.1% |
| 1Y | -16.0% | -32.0% | +15.9% | -12.0% |
| 3Y | -37.7% | -0.4% | -37.3% | -40.5% |
| 5Y | -41.2% | +22.4% | -63.7% | -47.3% |
| 10Y | -33.8% | +171.4% | -205.2% | -51.1% |
| All | -33.8% | +163.1% | -196.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling