+188.5%
GD vs LII
+162.0%
+26.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +8.9% | -4.6% | +13.5% | +10.1% |
| 3M | -8.0% | -21.2% | +13.2% | -1.6% |
| 6M | +2.9% | -36.4% | +39.3% | +16.1% |
| YTD | +7.1% | -28.9% | +36.0% | +15.4% |
| 1Y | +5.9% | -29.5% | +35.5% | +14.3% |
| 3Y | +53.9% | -8.6% | +62.4% | +46.4% |
| 5Y | +95.4% | +20.2% | +75.2% | +62.5% |
| All | +188.5% | +162.0% | +26.6% | +92.8% |
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