-34.2%
CAG vs LII
+166.2%
-200.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +6.6% | +0.4% | +6.2% | +6.6% |
| 30D | +13.9% | -2.4% | +16.3% | +14.3% |
| 3M | +4.0% | -17.5% | +21.5% | +7.1% |
| 6M | +10.0% | -32.8% | +42.8% | +16.1% |
| YTD | -6.1% | -27.7% | +21.6% | -2.5% |
| 1Y | -4.3% | -28.1% | +23.8% | -0.6% |
| 3Y | -34.6% | -9.7% | -24.9% | -36.4% |
| 5Y | -39.4% | +19.5% | -58.9% | -45.7% |
| 10Y | -34.2% | +170.6% | -204.8% | -51.8% |
| All | -34.2% | +166.2% | -200.4% | -51.8% |
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