-33.4%
CAG vs LII
-8.7%
-24.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.5% |
| 7D | +5.8% | -0.6% | +6.4% | +5.9% |
| 30D | +16.4% | -4.6% | +20.9% | +16.9% |
| 3M | +3.8% | -21.2% | +25.0% | +6.0% |
| 6M | +10.8% | -36.4% | +47.3% | +14.7% |
| YTD | -5.8% | -28.9% | +23.1% | -3.6% |
| 1Y | -2.4% | -29.5% | +27.1% | -0.1% |
| 3Y | -33.4% | -8.6% | -24.9% | -31.5% |
| All | -33.4% | -8.7% | -24.7% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling