+335.9%
CMI vs LII
+172.8%
+163.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -1.8% | -2.3% | +0.5% | -0.8% |
| 30D | -12.2% | -1.7% | -10.6% | -12.3% |
| 3M | -26.5% | -18.3% | -8.3% | -20.3% |
| 6M | -33.6% | -32.3% | -1.3% | -22.7% |
| YTD | -8.3% | -27.1% | +18.8% | +2.9% |
| 1Y | -1.3% | -27.2% | +25.9% | +10.7% |
| 3Y | +124.8% | -8.9% | +133.7% | +120.4% |
| 5Y | +119.9% | +19.7% | +100.2% | +84.0% |
| 10Y | +335.9% | +168.9% | +167.0% | +159.0% |
| All | +335.9% | +172.8% | +163.1% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling