+274.8%
CG vs LII
+169.1%
+105.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +0.2% | +2.9% | -2.8% | -1.4% |
| 30D | +11.2% | +0.9% | +10.3% | +10.1% |
| 3M | -22.1% | -15.5% | -6.6% | -14.9% |
| 6M | -17.9% | -30.2% | +12.3% | -2.7% |
| YTD | -31.3% | -26.8% | -4.5% | -22.2% |
| 1Y | -24.0% | -25.3% | +1.3% | -15.1% |
| 3Y | +45.0% | -7.8% | +52.7% | +37.3% |
| 5Y | -22.6% | +17.0% | -39.6% | -38.9% |
| All | +274.8% | +169.1% | +105.7% | +108.3% |
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