-12.7%
GFS vs LII
+27.7%
-40.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -7.8% |
| 7D | -12.5% | +7.9% | -20.4% | -16.2% |
| 30D | -16.9% | -0.6% | -16.3% | -17.5% |
| 3M | -22.3% | -19.3% | -2.9% | -13.5% |
| 6M | -40.2% | -29.8% | -10.4% | -29.8% |
| YTD | +16.0% | -25.4% | +41.4% | +29.5% |
| 1Y | +17.7% | -26.2% | +43.9% | +32.1% |
| 3Y | -23.4% | -4.5% | -18.9% | -30.8% |
| 5Y | -35.4% | +26.7% | -62.1% | -51.8% |
| All | -12.7% | +27.7% | -40.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling