+677.6%
CSGP vs LII
+3,124.4%
-2,446.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | -8.2% | -24.4% | +16.3% | -0.4% |
| 6M | -35.1% | -28.7% | -6.4% | -29.1% |
| YTD | -54.0% | -19.1% | -34.9% | -52.4% |
| 1Y | -65.3% | -29.7% | -35.6% | -62.3% |
| 3Y | -62.6% | +4.8% | -67.3% | -65.8% |
| 5Y | -64.8% | +24.6% | -89.4% | -70.4% |
| 10Y | +45.1% | +169.2% | -124.1% | -10.9% |
| All | +677.6% | +3,124.4% | -2,446.8% | +58.7% |
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