-4.7%
CRM vs LII
+21.2%
-25.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -5.0% | +0.5% | -5.4% | -5.1% |
| 30D | +23.6% | -11.2% | +34.8% | +28.2% |
| 3M | +39.6% | -28.8% | +68.4% | +52.3% |
| 6M | +23.4% | -26.9% | +50.4% | +31.4% |
| YTD | -7.4% | -22.2% | +14.8% | -5.1% |
| 1Y | -2.3% | -32.0% | +29.6% | +5.9% |
| 3Y | +10.5% | -0.4% | +11.0% | -7.3% |
| 5Y | -4.7% | +22.4% | -27.2% | -32.1% |
| All | -4.7% | +21.2% | -25.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling