+283.0%
CG vs LII
+838.9%
-555.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +2.8% | -4.6% | +7.4% | +4.9% |
| 3M | -19.2% | -21.7% | +2.4% | -8.7% |
| 6M | -21.0% | -32.8% | +11.8% | -5.2% |
| YTD | -31.0% | -27.5% | -3.5% | -21.8% |
| 1Y | -21.1% | -28.0% | +6.9% | -10.4% |
| 3Y | +48.8% | -7.2% | +56.0% | +42.8% |
| 5Y | -21.5% | +22.6% | -44.1% | -37.2% |
| 10Y | +298.1% | +171.5% | +126.6% | +114.6% |
| All | +283.0% | +838.9% | -555.9% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling