+5,793.7%
CRM vs LII
+2,926.5%
+2,867.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.3% |
| 7D | -3.5% | +2.1% | -5.6% | -4.4% |
| 30D | +29.3% | -12.4% | +41.7% | +36.7% |
| 3M | +36.8% | -24.8% | +61.6% | +50.9% |
| 6M | +23.9% | -25.2% | +49.1% | +34.3% |
| YTD | -5.5% | -20.3% | +14.8% | -1.6% |
| 1Y | -0.4% | -32.9% | +32.5% | +12.0% |
| 3Y | +12.8% | +2.0% | +10.7% | -0.7% |
| 5Y | -3.5% | +24.4% | -27.9% | -24.6% |
| 10Y | +238.4% | +167.2% | +71.2% | +70.5% |
| All | +5,793.7% | +2,926.5% | +2,867.2% | +795.4% |
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