+54.9%
GD vs LII
-6.9%
+61.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.8% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | +8.1% | -4.6% | +12.7% | +8.8% |
| 3M | -6.8% | -21.7% | +14.9% | -2.3% |
| 6M | +3.0% | -32.8% | +35.8% | +10.4% |
| YTD | +7.8% | -27.5% | +35.3% | +12.8% |
| 1Y | +5.8% | -28.0% | +33.8% | +10.9% |
| All | +54.9% | -6.9% | +61.8% | +57.2% |
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