+151.2%
GE vs LII
+166.1%
-14.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.2% |
| 7D | +5.1% | -0.2% | +5.3% | +5.2% |
| 30D | +7.6% | -0.6% | +8.1% | +7.3% |
| 3M | -9.3% | -17.0% | +7.7% | -2.5% |
| 6M | +11.5% | -31.1% | +42.7% | +27.7% |
| YTD | +7.9% | -27.7% | +35.5% | +20.2% |
| 1Y | +7.6% | -26.2% | +33.8% | +18.6% |
| 3Y | +265.9% | -9.6% | +275.5% | +253.8% |
| 5Y | +405.9% | +15.7% | +390.3% | +323.0% |
| All | +151.2% | +166.1% | -14.9% | +62.4% |
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 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