+251.2%
GE vs LII
+3,124.4%
-2,873.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.6% | -12.6% | +1.0% | -7.5% |
| 3M | +3.0% | -24.4% | +27.5% | +12.0% |
| 6M | -0.5% | -28.7% | +28.2% | +10.0% |
| YTD | +9.7% | -19.1% | +28.9% | +16.1% |
| 1Y | +20.0% | -29.7% | +49.7% | +32.5% |
| 3Y | +275.8% | +4.8% | +271.1% | +255.7% |
| 5Y | +429.1% | +24.6% | +404.5% | +364.6% |
| 10Y | +151.2% | +169.2% | -18.0% | +69.1% |
| All | +251.2% | +3,124.4% | -2,873.2% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling