+5,139.2%
CMI vs LII
+2,783.5%
+2,355.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | -13.2% | -2.4% | -10.8% | -13.0% |
| 3M | -28.2% | -17.5% | -10.7% | -22.4% |
| 6M | -32.7% | -32.8% | +0.1% | -21.3% |
| YTD | -10.1% | -27.7% | +17.6% | +1.4% |
| 1Y | -4.9% | -28.1% | +23.2% | +7.4% |
| 3Y | +120.4% | -9.7% | +130.0% | +117.7% |
| 5Y | +114.3% | +19.5% | +94.8% | +80.4% |
| 10Y | +324.8% | +170.6% | +154.2% | +137.1% |
| All | +5,139.2% | +2,783.5% | +2,355.7% | +1,096.8% |
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 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