+158.6%
GE vs LII
+172.8%
-14.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +4.0% | -2.3% | +6.3% | +5.1% |
| 30D | +11.1% | -1.7% | +12.7% | +11.3% |
| 3M | -6.7% | -18.3% | +11.5% | +0.9% |
| 6M | +14.3% | -32.3% | +46.6% | +31.8% |
| YTD | +11.7% | -27.1% | +38.9% | +24.1% |
| 1Y | +10.9% | -27.2% | +38.1% | +23.0% |
| 3Y | +279.0% | -8.9% | +287.9% | +265.3% |
| 5Y | +427.0% | +19.7% | +407.3% | +333.7% |
| 10Y | +158.6% | +168.9% | -10.3% | +66.7% |
| All | +158.6% | +172.8% | -14.2% | +66.7% |
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