+37.4%
CMI vs LII
-34.1%
+71.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | -0.7% | -6.3% | +5.6% | +2.0% |
| 30D | -12.4% | -13.0% | +0.6% | -7.1% |
| 3M | -14.8% | -29.0% | +14.3% | -2.8% |
| 6M | +0.8% | -27.7% | +28.5% | +13.1% |
| YTD | +10.2% | -24.2% | +34.4% | +22.5% |
| 1Y | +37.4% | -34.8% | +72.2% | +59.8% |
| All | +37.4% | -34.1% | +71.5% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling