+70.8%
GD vs LII
+5.3%
+65.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.0% |
| 7D | -5.3% | -0.7% | -4.5% | -5.1% |
| 30D | -6.4% | -12.6% | +6.2% | -4.0% |
| 3M | +5.7% | -24.4% | +30.1% | +10.8% |
| 6M | -0.9% | -28.7% | +27.8% | +4.9% |
| YTD | +8.2% | -19.1% | +27.3% | +11.0% |
| 1Y | +13.4% | -29.7% | +43.1% | +19.9% |
| All | +70.8% | +5.3% | +65.5% | +76.8% |
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 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