+3,981.8%
CMG vs LII
+1,347.6%
+2,634.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.0% | +0.4% | +7.6% | +7.9% |
| 30D | +13.7% | -2.4% | +16.1% | +14.2% |
| 3M | +11.8% | -17.5% | +29.3% | +19.2% |
| 6M | +10.6% | -32.8% | +43.4% | +24.4% |
| YTD | -2.9% | -27.7% | +24.8% | +5.1% |
| 1Y | +17.8% | -28.1% | +45.9% | +27.7% |
| 3Y | -15.3% | -9.7% | -5.6% | -19.4% |
| 5Y | -0.9% | +19.5% | -20.4% | -18.2% |
| 10Y | +358.4% | +170.6% | +187.8% | +154.5% |
| All | +3,981.8% | +1,347.6% | +2,634.3% | +897.7% |
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