-4.8%
GFS vs LII
-29.6%
+24.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | -8.6% | -12.6% | +4.0% | -3.3% |
| 3M | -46.5% | -24.4% | -22.1% | -41.1% |
| 6M | -4.8% | -28.7% | +23.9% | +6.2% |
| All | -4.8% | -29.6% | +24.7% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling