+122.2%
CMS vs LII
+163.1%
-40.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | -1.3% | -11.2% | +9.9% | +0.7% |
| 3M | -5.4% | -28.8% | +23.4% | -0.5% |
| 6M | -10.3% | -26.9% | +16.6% | -6.5% |
| YTD | -0.2% | -22.2% | +22.0% | +2.6% |
| 1Y | -0.9% | -32.0% | +31.1% | +4.3% |
| 3Y | +34.0% | -0.4% | +34.4% | +26.1% |
| 5Y | +23.6% | +22.4% | +1.1% | +7.9% |
| 10Y | +122.2% | +171.4% | -49.2% | +63.5% |
| All | +122.2% | +163.1% | -40.9% | +63.5% |
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