+155.4%
GEN vs LII
+172.8%
-17.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | +31.2% | -1.7% | +32.9% | +31.6% |
| 3M | +6.1% | -18.3% | +24.4% | +11.3% |
| 6M | +38.1% | -32.3% | +70.5% | +50.0% |
| YTD | +14.4% | -27.1% | +41.5% | +20.5% |
| 1Y | +15.1% | -27.2% | +42.3% | +21.2% |
| 3Y | +68.5% | -8.9% | +77.5% | +63.8% |
| 5Y | +35.8% | +19.7% | +16.2% | +19.8% |
| 10Y | +155.4% | +168.9% | -13.5% | +78.9% |
| All | +155.4% | +172.8% | -17.4% | +78.9% |
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