+380.9%
GH vs LII
+76.2%
+304.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | -4.5% | -0.6% | -3.9% | -4.9% |
| 3M | -6.2% | -17.0% | +10.8% | +0.7% |
| 6M | +55.0% | -31.1% | +86.1% | +76.5% |
| YTD | +51.6% | -27.7% | +79.3% | +65.5% |
| 1Y | +58.3% | -26.2% | +84.4% | +70.4% |
| 3Y | +617.6% | -9.6% | +627.2% | +557.8% |
| 5Y | +49.2% | +15.7% | +33.5% | +10.9% |
| All | +380.9% | +76.2% | +304.8% | +175.9% |
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