+273.7%
GE vs LII
-8.4%
+282.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +5.4% | +0.4% | +5.0% | +5.2% |
| 30D | +9.6% | -2.4% | +12.0% | +10.1% |
| 3M | -7.7% | -17.5% | +9.8% | -1.5% |
| 6M | +14.0% | -32.8% | +46.9% | +29.4% |
| YTD | +10.2% | -27.7% | +37.9% | +21.0% |
| 1Y | +8.9% | -28.1% | +37.0% | +19.7% |
| 3Y | +273.7% | -9.7% | +283.3% | +256.6% |
| All | +273.7% | -8.4% | +282.0% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling