+362.4%
CFG vs LII
+478.0%
-115.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +11.5% | -24.4% | +35.9% | +24.8% |
| 6M | +19.2% | -28.7% | +47.9% | +36.2% |
| YTD | +23.7% | -19.1% | +42.8% | +31.5% |
| 1Y | +38.8% | -29.7% | +68.5% | +57.4% |
| 3Y | +178.9% | +4.8% | +174.1% | +141.7% |
| 5Y | +101.8% | +24.6% | +77.2% | +53.5% |
| 10Y | +317.3% | +169.2% | +148.1% | +104.4% |
| All | +362.4% | +478.0% | -115.7% | +73.2% |
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