+232.4%
CRM vs LII
+170.6%
+61.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -8.1% | -3.5% | -4.6% | -7.0% |
| 30D | +23.1% | -13.5% | +36.6% | +29.3% |
| 3M | +42.5% | -26.0% | +68.5% | +54.8% |
| 6M | +25.3% | -26.8% | +52.1% | +34.4% |
| YTD | -7.8% | -22.9% | +15.0% | -4.2% |
| 1Y | +1.0% | -32.6% | +33.6% | +10.8% |
| 3Y | +10.0% | -1.3% | +11.3% | -2.5% |
| 5Y | -3.9% | +23.1% | -26.9% | -25.8% |
| All | +232.4% | +170.6% | +61.8% | +84.1% |
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