+6,368.6%
CMI vs LII
+3,124.4%
+3,244.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -13.4% | -12.6% | -0.8% | -8.1% |
| 3M | -17.0% | -24.4% | +7.4% | -7.2% |
| 6M | -1.6% | -28.7% | +27.1% | +12.8% |
| YTD | +11.0% | -19.1% | +30.1% | +20.0% |
| 1Y | +41.9% | -29.7% | +71.6% | +62.4% |
| 3Y | +151.8% | +4.8% | +147.0% | +133.8% |
| 5Y | +163.6% | +24.6% | +139.0% | +119.6% |
| 10Y | +472.9% | +169.2% | +303.7% | +223.2% |
| All | +6,368.6% | +3,124.4% | +3,244.2% | +1,317.1% |
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