+323.8%
CFG vs LII
+168.6%
+155.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.6% |
| 7D | +1.5% | -0.7% | +2.3% | +1.9% |
| 30D | -3.8% | -12.6% | +8.8% | +2.5% |
| 3M | +11.5% | -24.4% | +35.9% | +24.9% |
| 6M | +19.2% | -28.7% | +47.9% | +36.4% |
| YTD | +23.7% | -19.1% | +42.8% | +31.5% |
| 1Y | +38.8% | -29.7% | +68.5% | +57.5% |
| 3Y | +178.9% | +4.8% | +174.1% | +139.6% |
| 5Y | +101.8% | +24.6% | +77.2% | +51.8% |
| All | +323.8% | +168.6% | +155.2% | +113.4% |
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 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