+46.4%
GH vs LII
+17.0%
+29.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.6% |
| 7D | +0.6% | +2.9% | -2.4% | -0.8% |
| 30D | -6.9% | +0.9% | -7.8% | -8.1% |
| 3M | -4.9% | -15.5% | +10.6% | +2.0% |
| 6M | +54.1% | -30.2% | +84.3% | +76.6% |
| YTD | +48.5% | -26.8% | +75.4% | +61.7% |
| 1Y | +61.2% | -25.3% | +86.4% | +72.3% |
| 3Y | +570.3% | -7.8% | +578.1% | +444.1% |
| All | +46.4% | +17.0% | +29.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling