+627.7%
GEV vs LII
-21.1%
+648.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -0.9% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | -4.0% | -11.2% | +7.2% | +1.5% |
| 3M | +3.4% | -28.8% | +32.2% | +19.9% |
| 6M | +14.7% | -26.9% | +41.6% | +30.2% |
| YTD | +45.8% | -22.2% | +68.0% | +58.2% |
| 1Y | +57.4% | -32.0% | +89.3% | +83.9% |
| All | +627.7% | -21.1% | +648.7% | +601.9% |
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