+1,792.9%
GD vs LII
+3,124.4%
-1,331.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +5.7% | -24.4% | +30.1% | +12.0% |
| 6M | -0.9% | -28.7% | +27.8% | +5.9% |
| YTD | +8.2% | -19.1% | +27.3% | +11.9% |
| 1Y | +13.4% | -29.7% | +43.1% | +21.1% |
| 3Y | +68.5% | +4.8% | +63.7% | +60.2% |
| 5Y | +97.2% | +24.6% | +72.6% | +76.2% |
| 10Y | +190.2% | +169.2% | +21.0% | +114.0% |
| All | +1,792.9% | +3,124.4% | -1,331.5% | +829.3% |
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