-22.1%
CG vs LII
-27.8%
+5.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.8% | -2.3% | -1.5% | -3.1% |
| 30D | +7.5% | -1.7% | +9.2% | +7.7% |
| 3M | -14.4% | -18.3% | +3.9% | -9.4% |
| 6M | -15.7% | -32.3% | +16.7% | -7.0% |
| YTD | -29.0% | -27.1% | -1.9% | -25.6% |
| 1Y | -22.1% | -27.2% | +5.1% | -18.2% |
| All | -22.1% | -27.8% | +5.7% | -18.2% |
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