+643.2%
GEV vs LII
-19.1%
+662.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.8% |
| 7D | +8.1% | +2.1% | +6.0% | +7.0% |
| 30D | -1.9% | -12.4% | +10.5% | +4.3% |
| 3M | +4.1% | -24.8% | +28.9% | +17.3% |
| 6M | +23.2% | -25.2% | +48.4% | +38.3% |
| YTD | +48.9% | -20.3% | +69.1% | +59.7% |
| 1Y | +62.2% | -32.9% | +95.1% | +91.9% |
| All | +643.2% | -19.1% | +662.3% | +608.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling