+115.6%
CRBG vs LII
+53.9%
+61.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | +0.6% | -6.3% | +6.9% | +2.6% |
| 30D | +2.6% | -13.0% | +15.7% | +7.1% |
| 3M | +24.0% | -29.0% | +53.0% | +35.8% |
| 6M | +50.5% | -27.7% | +78.2% | +62.4% |
| YTD | +17.1% | -24.2% | +41.4% | +23.9% |
| 1Y | +5.9% | -34.8% | +40.7% | +17.8% |
| 3Y | +122.7% | -4.2% | +127.0% | +105.6% |
| All | +115.6% | +53.9% | +61.7% | +55.6% |
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