-20.9%
CG vs LII
+19.9%
-40.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -0.8% |
| 30D | +5.0% | -4.6% | +9.6% | +7.2% |
| 3M | -18.2% | -21.2% | +3.0% | -7.4% |
| 6M | -20.7% | -36.4% | +15.7% | -1.2% |
| YTD | -31.4% | -28.9% | -2.5% | -21.6% |
| 1Y | -22.3% | -29.5% | +7.3% | -10.8% |
| 3Y | +50.2% | -8.6% | +58.7% | +36.6% |
| All | -20.9% | +19.9% | -40.8% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling