+512.2%
CMI vs LII
+163.1%
+349.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -12.3% | -11.2% | -1.1% | -7.6% |
| 3M | -16.8% | -28.8% | +12.0% | -4.5% |
| 6M | +1.5% | -26.9% | +28.4% | +15.0% |
| YTD | +9.8% | -22.2% | +32.0% | +20.7% |
| 1Y | +42.6% | -32.0% | +74.5% | +65.5% |
| 3Y | +151.0% | -0.4% | +151.4% | +137.8% |
| 5Y | +167.0% | +22.4% | +144.6% | +123.6% |
| 10Y | +512.2% | +171.4% | +340.7% | +258.6% |
| All | +512.2% | +163.1% | +349.1% | +258.6% |
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