+155.5%
GE vs LII
+162.0%
-6.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.5% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | +6.5% | -4.6% | +11.1% | +8.0% |
| 3M | -13.6% | -21.2% | +7.7% | -5.1% |
| 6M | +6.0% | -36.4% | +42.4% | +25.5% |
| YTD | +5.4% | -28.9% | +34.3% | +18.3% |
| 1Y | +6.5% | -29.5% | +36.0% | +19.6% |
| 3Y | +268.6% | -8.6% | +277.2% | +254.3% |
| 5Y | +389.0% | +20.2% | +368.8% | +301.1% |
| All | +155.5% | +162.0% | -6.5% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling