+368.0%
GDDY vs LII
+286.9%
+81.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.6% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | +2.3% | -11.2% | +13.5% | +6.1% |
| 3M | +14.7% | -28.8% | +43.5% | +26.0% |
| 6M | +2.1% | -26.9% | +29.0% | +9.8% |
| YTD | -24.6% | -22.2% | -2.4% | -21.0% |
| 1Y | -37.1% | -32.0% | -5.2% | -31.2% |
| 3Y | +25.5% | -0.4% | +26.0% | +13.3% |
| 5Y | +24.2% | +22.4% | +1.8% | -0.5% |
| 10Y | +191.6% | +171.4% | +20.2% | +53.6% |
| All | +368.0% | +286.9% | +81.1% | +111.1% |
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