+30.4%
GDDY vs LII
+19.1%
+11.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.2% |
| 7D | -3.2% | -6.3% | +3.1% | -1.6% |
| 30D | +6.8% | -13.0% | +19.8% | +10.5% |
| 3M | +30.5% | -29.0% | +59.5% | +40.3% |
| 6M | +13.3% | -27.7% | +41.0% | +20.1% |
| YTD | -21.0% | -24.2% | +3.3% | -17.8% |
| 1Y | -34.0% | -34.8% | +0.8% | -28.2% |
| 3Y | +33.1% | -4.2% | +37.3% | +20.3% |
| All | +30.4% | +19.1% | +11.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling