+38.2%
GEHC vs LII
+40.2%
-2.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.2% |
| 7D | +7.6% | -0.6% | +8.2% | +7.8% |
| 30D | +27.5% | -4.6% | +32.0% | +28.3% |
| 3M | +17.2% | -21.2% | +38.5% | +23.6% |
| 6M | +33.6% | -36.4% | +70.0% | +45.8% |
| YTD | +0.6% | -28.9% | +29.6% | +4.5% |
| 1Y | +11.3% | -29.5% | +40.8% | +15.9% |
| 3Y | +16.5% | -8.6% | +25.1% | +11.5% |
| All | +38.2% | +40.2% | -2.0% | +19.6% |
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 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