+337.0%
CMS vs LII
+2,790.7%
-2,453.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +8.6% | -4.6% | +13.2% | +9.4% |
| 3M | -0.5% | -21.7% | +21.2% | +3.6% |
| 6M | -4.2% | -32.8% | +28.6% | +1.7% |
| YTD | +3.4% | -27.5% | +31.0% | +7.8% |
| 1Y | +0.4% | -28.0% | +28.4% | +4.7% |
| 3Y | +38.2% | -7.2% | +45.4% | +34.6% |
| 5Y | +35.4% | +22.6% | +12.8% | +23.1% |
| 10Y | +131.7% | +171.5% | -39.9% | +78.5% |
| All | +337.0% | +2,790.7% | -2,453.6% | +132.7% |
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