+5.9%
CRBG vs LII
-34.1%
+40.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.8% |
| 7D | +0.6% | -6.3% | +6.9% | +1.8% |
| 30D | +2.6% | -13.0% | +15.7% | +5.2% |
| 3M | +24.0% | -29.0% | +53.0% | +30.6% |
| 6M | +50.5% | -27.7% | +78.2% | +56.1% |
| YTD | +17.1% | -24.2% | +41.4% | +19.3% |
| 1Y | +5.9% | -34.8% | +40.7% | +7.2% |
| All | +5.9% | -34.1% | +40.0% | +7.2% |
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