-22.3%
CG vs LII
-29.2%
+7.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | +5.0% | -4.6% | +9.6% | +6.2% |
| 3M | -18.2% | -21.2% | +3.0% | -12.5% |
| 6M | -20.7% | -36.4% | +15.7% | -10.7% |
| YTD | -31.4% | -28.9% | -2.5% | -27.5% |
| 1Y | -22.3% | -29.5% | +7.3% | -17.2% |
| All | -22.3% | -29.2% | +7.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling