-19.2%
GIS vs LII
+166.1%
-185.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -8.1% | -0.2% | -7.9% | -8.0% |
| 30D | +5.3% | -0.6% | +5.9% | +5.3% |
| 3M | -10.5% | -17.0% | +6.5% | -8.6% |
| 6M | +1.8% | -31.1% | +32.9% | +5.6% |
| YTD | -22.9% | -27.7% | +4.7% | -20.8% |
| 1Y | -22.9% | -26.2% | +3.2% | -21.0% |
| 3Y | -40.5% | -9.6% | -30.9% | -41.6% |
| 5Y | -34.9% | +15.7% | -50.5% | -39.3% |
| All | -19.2% | +166.1% | -185.3% | -36.8% |
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