+534.9%
GEV vs LII
-26.3%
+561.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.2% |
| 7D | -3.8% | -1.2% | -2.6% | -3.4% |
| 30D | -17.4% | -2.0% | -15.5% | -17.4% |
| 3M | -16.2% | -20.2% | +4.0% | -7.8% |
| 6M | -20.2% | -32.5% | +12.4% | -6.3% |
| YTD | +27.2% | -27.4% | +54.6% | +41.2% |
| 1Y | +44.6% | -28.2% | +72.7% | +61.5% |
| All | +534.9% | -26.3% | +561.2% | +526.2% |
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