-12.3%
GFS vs LII
+24.3%
-36.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.7% |
| 7D | -3.1% | -1.2% | -2.0% | -2.6% |
| 30D | -16.0% | -2.0% | -14.1% | -15.9% |
| 3M | -24.7% | -20.2% | -4.5% | -15.7% |
| 6M | -45.1% | -32.5% | -12.6% | -34.0% |
| YTD | +16.5% | -27.4% | +43.8% | +32.1% |
| 1Y | +19.3% | -28.2% | +47.5% | +36.1% |
| 3Y | -20.0% | -7.2% | -12.7% | -26.6% |
| 5Y | -32.0% | +19.9% | -51.9% | -49.3% |
| All | -12.3% | +24.3% | -36.7% | -33.4% |
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 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