+9,709.4%
GILD vs LII
+2,922.2%
+6,787.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -4.8% | -6.3% | +1.4% | -3.4% |
| 30D | +5.8% | -13.0% | +18.8% | +9.1% |
| 3M | +14.9% | -29.0% | +44.0% | +23.0% |
| 6M | -0.4% | -27.7% | +27.3% | +5.6% |
| YTD | +18.5% | -24.2% | +42.7% | +24.0% |
| 1Y | +25.1% | -34.8% | +59.9% | +35.2% |
| 3Y | +105.9% | -4.2% | +110.1% | +97.8% |
| 5Y | +143.0% | +20.9% | +122.1% | +116.1% |
| 10Y | +162.4% | +164.4% | -2.0% | +86.1% |
| All | +9,709.4% | +2,922.2% | +6,787.2% | +3,232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling