-3.0%
CMG vs LII
+25.8%
-28.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -1.5% | +2.1% | -3.6% | -2.1% |
| 30D | +12.7% | -12.4% | +25.1% | +16.9% |
| 3M | +26.3% | -24.8% | +51.1% | +34.7% |
| 6M | +4.5% | -25.2% | +29.7% | +10.9% |
| YTD | -0.1% | -20.3% | +20.1% | +3.1% |
| 1Y | -6.8% | -32.9% | +26.2% | +1.9% |
| 3Y | -5.0% | +2.0% | -7.0% | -15.6% |
| 5Y | -3.0% | +24.4% | -27.5% | -24.5% |
| All | -3.0% | +25.8% | -28.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling