+36.6%
GH vs LII
+19.9%
+16.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.8% |
| 7D | -15.6% | -0.6% | -15.0% | -15.5% |
| 30D | -10.4% | -4.6% | -5.8% | -9.2% |
| 3M | -4.3% | -21.2% | +17.0% | +6.1% |
| 6M | +63.5% | -36.4% | +100.0% | +96.6% |
| YTD | +47.7% | -28.9% | +76.6% | +62.9% |
| 1Y | +56.7% | -29.5% | +86.3% | +73.0% |
| 3Y | +443.9% | -8.6% | +452.4% | +340.3% |
| All | +36.6% | +19.9% | +16.7% | -28.6% |
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 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