+237.6%
CFG vs LII
+162.0%
+75.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +1.1% | -4.6% | +5.7% | +2.8% |
| 3M | -12.0% | -21.2% | +9.2% | -2.0% |
| 6M | -2.2% | -36.4% | +34.2% | +18.4% |
| YTD | +11.4% | -28.9% | +40.3% | +25.2% |
| 1Y | +27.8% | -29.5% | +57.4% | +44.1% |
| 3Y | +173.3% | -8.6% | +181.9% | +149.6% |
| 5Y | +62.4% | +20.2% | +42.2% | +21.4% |
| All | +237.6% | +162.0% | +75.6% | +78.0% |
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