+217.0%
CFG vs LII
+170.6%
+46.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +2.8% | -2.4% | +5.2% | +3.4% |
| 3M | -10.1% | -17.5% | +7.4% | -2.1% |
| 6M | +3.2% | -32.8% | +36.0% | +21.6% |
| YTD | +14.2% | -27.7% | +41.9% | +27.4% |
| 1Y | +27.4% | -28.1% | +55.5% | +42.2% |
| 3Y | +187.6% | -9.7% | +197.2% | +164.9% |
| 5Y | +65.7% | +19.5% | +46.2% | +24.6% |
| All | +217.0% | +170.6% | +46.4% | +56.2% |
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 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