+41.5%
CVS vs LII
+171.4%
-130.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.7% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | -2.4% | -12.6% | +10.2% | +0.4% |
| 3M | +2.7% | -24.4% | +27.1% | +8.2% |
| 6M | +21.9% | -28.7% | +50.6% | +29.7% |
| YTD | +24.7% | -19.1% | +43.9% | +28.6% |
| 1Y | +35.4% | -29.7% | +65.1% | +43.7% |
| 3Y | +65.2% | +4.8% | +60.4% | +52.6% |
| 5Y | +30.5% | +24.6% | +6.0% | +12.2% |
| All | +41.5% | +171.4% | -130.0% | +5.5% |
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