-64.8%
CSGP vs LII
+25.3%
-90.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | +2.3% | -12.6% | +14.9% | +6.7% |
| 3M | -8.2% | -24.4% | +16.3% | -1.5% |
| 6M | -35.1% | -28.7% | -6.4% | -29.6% |
| YTD | -54.0% | -19.1% | -34.9% | -53.1% |
| 1Y | -65.3% | -29.7% | -35.6% | -62.6% |
| 3Y | -62.6% | +4.8% | -67.3% | -68.4% |
| All | -64.8% | +25.3% | -90.1% | -75.9% |
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