+350.2%
CG vs LII
+947.3%
-597.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.2% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | -5.1% | -12.6% | +7.5% | +1.8% |
| 3M | +8.7% | -24.4% | +33.1% | +23.3% |
| 6M | -9.2% | -28.7% | +19.5% | +5.2% |
| YTD | -18.9% | -19.1% | +0.3% | -12.9% |
| 1Y | -25.6% | -29.7% | +4.1% | -14.4% |
| 3Y | +57.3% | +4.8% | +52.5% | +41.6% |
| 5Y | +10.2% | +24.6% | -14.4% | -12.5% |
| 10Y | +364.2% | +169.2% | +195.0% | +148.8% |
| All | +350.2% | +947.3% | -597.1% | +67.0% |
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