+107.3%
CAG vs LII
+3,124.4%
-3,017.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +23.5% | -24.4% | +47.9% | +27.2% |
| 6M | -14.8% | -28.7% | +13.9% | -11.8% |
| YTD | -5.4% | -19.1% | +13.7% | -3.7% |
| 1Y | -11.8% | -29.7% | +17.9% | -8.8% |
| 3Y | -36.7% | +4.8% | -41.4% | -38.5% |
| 5Y | -40.3% | +24.6% | -64.8% | -44.0% |
| 10Y | -37.0% | +169.2% | -206.2% | -46.9% |
| All | +107.3% | +3,124.4% | -3,017.1% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling