+295.1%
CG vs LII
+172.8%
+122.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -3.8% | -2.3% | -1.5% | -2.5% |
| 30D | +7.5% | -1.7% | +9.2% | +8.0% |
| 3M | -14.4% | -18.3% | +3.9% | -4.7% |
| 6M | -15.7% | -32.3% | +16.7% | +1.7% |
| YTD | -29.0% | -27.1% | -1.9% | -19.4% |
| 1Y | -22.1% | -27.2% | +5.1% | -11.7% |
| 3Y | +49.1% | -8.9% | +58.1% | +42.4% |
| 5Y | -18.4% | +19.7% | -38.0% | -36.4% |
| 10Y | +295.1% | +168.9% | +126.2% | +116.9% |
| All | +295.1% | +172.8% | +122.3% | +116.9% |
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