+5,062.8%
CRM vs LII
+2,676.4%
+2,386.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.0% | +2.9% | -1.0% | +0.7% |
| 30D | -7.7% | +0.9% | -8.6% | -8.6% |
| 3M | +8.4% | -15.5% | +23.9% | +15.7% |
| 6M | +31.9% | -30.2% | +62.1% | +48.7% |
| YTD | -17.2% | -26.8% | +9.6% | -11.1% |
| 1Y | -8.6% | -25.3% | +16.6% | -3.0% |
| 3Y | +3.1% | -7.8% | +10.9% | -5.4% |
| 5Y | -27.6% | +17.0% | -44.6% | -42.3% |
| 10Y | +197.6% | +169.9% | +27.7% | +47.3% |
| All | +5,062.8% | +2,676.4% | +2,386.3% | +708.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling