+181.4%
CFG vs LII
+5.3%
+176.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | -3.8% | -12.6% | +8.8% | +0.3% |
| 3M | +11.5% | -24.4% | +35.9% | +20.4% |
| 6M | +19.2% | -28.7% | +47.9% | +30.7% |
| YTD | +23.7% | -19.1% | +42.8% | +28.6% |
| 1Y | +38.8% | -29.7% | +68.5% | +51.4% |
| All | +181.4% | +5.3% | +176.1% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling