-8.7%
CMG vs LII
-33.4%
+24.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | -6.5% | +0.5% | -6.9% | -6.5% |
| 30D | +12.1% | -11.2% | +23.3% | +13.1% |
| 3M | +20.6% | -28.8% | +49.4% | +23.6% |
| 6M | +2.1% | -26.9% | +29.0% | +3.7% |
| YTD | -2.6% | -22.2% | +19.6% | -3.4% |
| 1Y | -8.7% | -32.0% | +23.3% | -8.1% |
| All | -8.7% | -33.4% | +24.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling