-16.4%
GFS vs LII
+21.6%
-38.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.3% |
| 7D | -7.8% | -0.6% | -7.2% | -7.7% |
| 30D | -19.7% | -4.6% | -15.1% | -18.4% |
| 3M | -23.1% | -21.2% | -1.9% | -13.4% |
| 6M | -46.4% | -36.4% | -9.9% | -33.3% |
| YTD | +11.0% | -28.9% | +40.0% | +27.3% |
| 1Y | +12.6% | -29.5% | +42.2% | +29.7% |
| 3Y | -24.9% | -8.6% | -16.4% | -30.7% |
| 5Y | -39.1% | +20.2% | -59.3% | -53.5% |
| All | -16.4% | +21.6% | -38.1% | -35.8% |
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