+30.8%
GDDY vs LII
-1.8%
+32.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | -7.0% | -3.5% | -3.5% | -6.5% |
| 30D | +6.2% | -13.5% | +19.7% | +8.5% |
| 3M | +20.0% | -26.0% | +46.1% | +24.4% |
| 6M | +6.8% | -26.8% | +33.6% | +10.4% |
| YTD | -22.3% | -22.9% | +0.5% | -20.8% |
| 1Y | -33.5% | -32.6% | -0.9% | -30.3% |
| All | +30.8% | -1.8% | +32.6% | +23.4% |
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