-39.7%
CAG vs LII
+25.3%
-65.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | +3.1% | -12.6% | +15.7% | +4.6% |
| 3M | +23.5% | -24.4% | +47.9% | +26.5% |
| 6M | -14.8% | -28.7% | +13.9% | -12.3% |
| YTD | -5.4% | -19.1% | +13.7% | -4.0% |
| 1Y | -11.8% | -29.7% | +17.9% | -9.3% |
| 3Y | -36.7% | +4.8% | -41.4% | -38.8% |
| All | -39.7% | +25.3% | -65.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling