+77.5%
CSGP vs LII
+182.9%
-105.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +2.7% |
| 7D | +18.3% | +7.9% | +10.4% | +15.1% |
| 30D | +17.8% | -0.6% | +18.4% | +18.5% |
| 3M | +9.3% | -19.3% | +28.6% | +18.0% |
| 6M | -7.9% | -29.8% | +21.9% | +2.1% |
| YTD | -51.5% | -25.4% | -26.1% | -48.5% |
| 1Y | -53.3% | -26.2% | -27.1% | -50.2% |
| 3Y | -57.9% | -4.5% | -53.4% | -61.5% |
| 5Y | -61.3% | +26.7% | -88.0% | -69.9% |
| 10Y | +77.5% | +179.5% | -101.9% | -3.2% |
| All | +77.5% | +182.9% | -105.3% | -3.2% |
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 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