+154.1%
CMI vs LII
+2.8%
+151.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +1.9% | +2.1% | -0.2% | +1.0% |
| 30D | -12.5% | -12.4% | -0.1% | -7.6% |
| 3M | -16.2% | -24.8% | +8.6% | -6.8% |
| 6M | +4.9% | -25.2% | +30.0% | +16.6% |
| YTD | +11.1% | -20.3% | +31.4% | +20.4% |
| 1Y | +43.4% | -32.9% | +76.3% | +66.0% |
| 3Y | +154.1% | +2.0% | +152.0% | +153.4% |
| All | +154.1% | +2.8% | +151.3% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling