+12.6%
GFS vs LII
-29.2%
+41.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.9% |
| 7D | -7.8% | -0.6% | -7.2% | -7.7% |
| 30D | -19.7% | -4.6% | -15.1% | -18.8% |
| 3M | -23.1% | -21.2% | -1.9% | -16.2% |
| 6M | -46.4% | -36.4% | -9.9% | -37.2% |
| YTD | +11.0% | -28.9% | +40.0% | +18.5% |
| 1Y | +12.6% | -29.5% | +42.2% | +21.0% |
| All | +12.6% | -29.2% | +41.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling