-20.8%
GIS vs LII
+170.6%
-191.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.9% |
| 7D | -8.4% | -3.5% | -4.9% | -8.0% |
| 30D | -5.2% | -13.5% | +8.3% | -3.6% |
| 3M | +8.2% | -26.0% | +34.2% | +11.5% |
| 6M | -12.0% | -26.8% | +14.8% | -9.5% |
| YTD | -18.9% | -22.9% | +4.0% | -17.2% |
| 1Y | -23.6% | -32.6% | +9.0% | -20.8% |
| 3Y | -37.6% | -1.3% | -36.3% | -39.5% |
| 5Y | -25.2% | +23.1% | -48.3% | -30.9% |
| All | -20.8% | +170.6% | -191.5% | -38.5% |
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