+156.3%
GEN vs LII
+171.3%
-15.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +10.1% | -12.6% | +22.8% | +13.7% |
| 3M | +16.1% | -24.4% | +40.5% | +22.9% |
| 6M | +38.9% | -28.7% | +67.6% | +48.3% |
| YTD | +14.4% | -19.1% | +33.6% | +17.7% |
| 1Y | +5.9% | -29.7% | +35.6% | +12.8% |
| 3Y | +58.8% | +4.8% | +54.0% | +49.1% |
| 5Y | +24.7% | +24.6% | +0.1% | +9.1% |
| All | +156.3% | +171.3% | -15.0% | +88.7% |
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 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