+71.8%
GH vs LII
-26.0%
+97.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.6% | -7.3% | -3.9% |
| 7D | -7.7% | +7.9% | -15.6% | -8.1% |
| 30D | -10.0% | -0.6% | -9.3% | -10.1% |
| 3M | +5.5% | -19.3% | +24.8% | +7.6% |
| 6M | +84.9% | -29.8% | +114.8% | +90.0% |
| YTD | +65.0% | -25.4% | +90.4% | +68.4% |
| 1Y | +71.8% | -26.2% | +98.0% | +74.3% |
| All | +71.8% | -26.0% | +97.8% | +74.3% |
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