+162.4%
GE vs LII
+170.7%
-8.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +2.9% |
| 7D | +6.3% | -1.2% | +7.4% | +6.8% |
| 30D | +8.9% | -2.0% | +10.8% | +9.2% |
| 3M | -9.2% | -20.2% | +11.0% | -0.7% |
| 6M | +13.2% | -32.5% | +45.8% | +30.8% |
| YTD | +9.4% | -27.4% | +36.8% | +21.7% |
| 1Y | +9.8% | -28.2% | +38.0% | +22.4% |
| 3Y | +278.2% | -7.2% | +285.4% | +261.5% |
| 5Y | +396.0% | +19.9% | +376.1% | +307.8% |
| 10Y | +162.4% | +168.6% | -6.3% | +71.5% |
| All | +162.4% | +170.7% | -8.4% | +71.5% |
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