+6.1%
CRBG vs LII
-28.2%
+34.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | +2.6% | -12.6% | +15.2% | +5.1% |
| 3M | +31.6% | -24.4% | +56.0% | +37.0% |
| 6M | +32.8% | -28.7% | +61.5% | +39.5% |
| YTD | +16.5% | -19.1% | +35.6% | +17.3% |
| 1Y | +6.1% | -29.7% | +35.8% | +7.5% |
| All | +6.1% | -28.2% | +34.2% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling