+4,100.0%
CMG vs LII
+1,518.7%
+2,581.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +7.1% | -12.6% | +19.7% | +12.4% |
| 3M | +31.2% | -24.4% | +55.6% | +42.4% |
| 6M | +0.7% | -28.7% | +29.4% | +10.9% |
| YTD | -0.1% | -19.1% | +19.0% | +4.3% |
| 1Y | -10.7% | -29.7% | +19.0% | -2.2% |
| 3Y | -4.7% | +4.8% | -9.5% | -14.1% |
| 5Y | -3.8% | +24.6% | -28.3% | -21.2% |
| 10Y | +352.5% | +169.2% | +183.3% | +154.4% |
| All | +4,100.0% | +1,518.7% | +2,581.3% | +890.3% |
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 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