+405.5%
GH vs LII
+89.5%
+316.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +2.2% |
| 7D | -0.2% | +0.5% | -0.6% | -0.5% |
| 30D | -2.6% | -11.2% | +8.6% | +2.4% |
| 3M | +25.1% | -28.8% | +53.9% | +42.0% |
| 6M | +78.5% | -26.9% | +105.4% | +98.1% |
| YTD | +59.4% | -22.2% | +81.6% | +70.1% |
| 1Y | +173.9% | -32.0% | +205.8% | +210.0% |
| 3Y | +382.7% | -0.4% | +383.2% | +325.4% |
| 5Y | +24.4% | +22.4% | +2.0% | -9.3% |
| All | +405.5% | +89.5% | +316.1% | +183.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling