+15.5%
GEHC vs LII
+59.5%
-44.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | -2.0% | -12.6% | +10.6% | +1.3% |
| 3M | +8.0% | -24.4% | +32.4% | +13.1% |
| 6M | -12.8% | -28.7% | +15.9% | -7.4% |
| YTD | -15.9% | -19.1% | +3.2% | -15.0% |
| 1Y | -6.9% | -29.7% | +22.8% | -1.3% |
| 3Y | 0.0% | +4.8% | -4.8% | -7.0% |
| All | +15.5% | +59.5% | -44.1% | -2.7% |
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