+325.9%
CMG vs LII
+169.1%
+156.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.5% | +2.9% | -0.5% | +1.6% |
| 30D | +15.6% | +0.9% | +14.7% | +14.9% |
| 3M | +8.2% | -15.5% | +23.7% | +13.1% |
| 6M | +9.9% | -30.2% | +40.1% | +19.4% |
| YTD | -4.6% | -26.8% | +22.2% | +1.1% |
| 1Y | +12.4% | -25.3% | +37.7% | +18.3% |
| 3Y | -18.0% | -7.8% | -10.2% | -22.6% |
| 5Y | -5.3% | +17.0% | -22.3% | -21.5% |
| All | +325.9% | +169.1% | +156.8% | +215.3% |
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