-42.6%
GFS vs LII
+22.0%
-64.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.8% | -7.0% | -8.4% |
| 7D | -20.7% | +0.2% | -20.9% | -20.8% |
| 30D | -25.2% | -4.6% | -20.6% | -24.0% |
| 3M | -26.3% | -21.7% | -4.6% | -16.7% |
| 6M | -50.7% | -32.8% | -17.9% | -40.7% |
| YTD | +4.5% | -27.5% | +32.0% | +18.7% |
| 1Y | +2.5% | -28.0% | +30.4% | +16.6% |
| 3Y | -30.9% | -7.2% | -23.7% | -36.6% |
| 5Y | -42.6% | +22.6% | -65.2% | -58.7% |
| All | -42.6% | +22.0% | -64.6% | -58.7% |
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