+32.1%
CVS vs LII
-8.7%
+40.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.3% |
| 7D | -7.1% | -0.6% | -6.5% | -7.1% |
| 30D | -4.0% | -4.6% | +0.6% | -3.6% |
| 3M | -12.2% | -21.2% | +9.0% | -10.0% |
| 6M | -2.2% | -36.4% | +34.3% | +2.6% |
| YTD | +8.9% | -28.9% | +37.8% | +12.5% |
| 1Y | +9.9% | -29.5% | +39.4% | +13.5% |
| 3Y | +32.1% | -8.6% | +40.7% | +31.2% |
| All | +32.1% | -8.7% | +40.8% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling