+15.1%
GDDY vs LII
-24.0%
+39.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -7.0% | -8.2% |
| 7D | -7.6% | +2.1% | -9.7% | -7.7% |
| 30D | +2.0% | -12.4% | +14.4% | +3.1% |
| 3M | +15.1% | -24.8% | +39.9% | +15.0% |
| All | +15.1% | -24.0% | +39.1% | +15.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling