+3,961.4%
CMG vs LII
+1,354.0%
+2,607.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | +8.6% | -1.2% | +9.8% | +9.1% |
| 30D | +13.1% | -2.0% | +15.1% | +13.4% |
| 3M | +9.0% | -20.2% | +29.2% | +17.7% |
| 6M | +10.0% | -32.5% | +42.5% | +23.6% |
| YTD | -3.4% | -27.4% | +24.0% | +4.4% |
| 1Y | +16.8% | -28.2% | +45.0% | +26.7% |
| 3Y | -14.7% | -7.2% | -7.5% | -19.6% |
| 5Y | -1.5% | +19.9% | -21.4% | -18.8% |
| 10Y | +383.6% | +168.6% | +215.0% | +169.3% |
| All | +3,961.4% | +1,354.0% | +2,607.4% | +891.1% |
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 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