+190.4%
GD vs LII
+167.2%
+23.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.5% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | +8.1% | -4.6% | +12.7% | +9.2% |
| 3M | -6.8% | -21.7% | +14.9% | -0.1% |
| 6M | +3.0% | -32.8% | +35.8% | +14.1% |
| YTD | +7.8% | -27.5% | +35.3% | +15.5% |
| 1Y | +5.8% | -28.0% | +33.8% | +13.4% |
| 3Y | +55.3% | -7.2% | +62.5% | +47.2% |
| 5Y | +96.7% | +22.6% | +74.1% | +62.6% |
| All | +190.4% | +167.2% | +23.2% | +92.9% |
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