+437.6%
CVS vs LII
+2,734.1%
-2,296.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.5% |
| 7D | -7.1% | -0.6% | -6.5% | -7.2% |
| 30D | -4.0% | -4.6% | +0.6% | -3.4% |
| 3M | -12.2% | -21.2% | +9.0% | -8.2% |
| 6M | -2.2% | -36.4% | +34.3% | +6.2% |
| YTD | +8.9% | -28.9% | +37.8% | +14.9% |
| 1Y | +9.9% | -29.5% | +39.4% | +16.1% |
| 3Y | +32.1% | -8.6% | +40.7% | +28.6% |
| 5Y | +5.7% | +20.2% | -14.5% | -5.0% |
| 10Y | +39.0% | +166.2% | -127.2% | +3.3% |
| All | +437.6% | +2,734.1% | -2,296.5% | +126.1% |
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