+52.0%
CVS vs LII
+170.7%
-118.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | -0.3% | -2.0% | +1.6% | -0.3% |
| 3M | -10.3% | -20.2% | +10.0% | -6.1% |
| 6M | -4.6% | -32.5% | +27.9% | +2.7% |
| YTD | +10.7% | -27.4% | +38.1% | +16.5% |
| 1Y | +11.2% | -28.2% | +39.4% | +17.2% |
| 3Y | +43.0% | -7.2% | +50.3% | +35.4% |
| 5Y | +8.6% | +19.9% | -11.3% | -7.1% |
| 10Y | +52.0% | +168.6% | -116.7% | +8.2% |
| All | +52.0% | +170.7% | -118.8% | +8.2% |
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