+324.6%
CMG vs LII
+166.1%
+158.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +15.9% | -0.6% | +16.5% | +15.6% |
| 3M | +7.8% | -17.0% | +24.7% | +13.3% |
| 6M | +7.7% | -31.1% | +38.8% | +17.5% |
| YTD | -4.9% | -27.7% | +22.7% | +1.1% |
| 1Y | +12.3% | -26.2% | +38.4% | +18.6% |
| 3Y | -17.1% | -9.6% | -7.4% | -21.3% |
| 5Y | -5.6% | +15.7% | -21.3% | -21.5% |
| All | +324.6% | +166.1% | +158.5% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling