+3.1%
CRM vs LII
-8.2%
+11.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +2.0% | +2.9% | -1.0% | +1.6% |
| 30D | -7.7% | +0.9% | -8.6% | -7.9% |
| 3M | +8.4% | -15.5% | +23.9% | +10.8% |
| 6M | +31.9% | -30.2% | +62.1% | +36.7% |
| YTD | -17.2% | -26.8% | +9.6% | -16.7% |
| 1Y | -8.6% | -25.3% | +16.6% | -8.8% |
| 3Y | +3.1% | -7.8% | +10.9% | -9.2% |
| All | +3.1% | -8.2% | +11.3% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling