-39.0%
GIS vs LII
-8.2%
-30.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -3.4% | +2.9% | -6.3% | -3.6% |
| 30D | +6.9% | +0.9% | +6.0% | +6.8% |
| 3M | -10.1% | -15.5% | +5.4% | -9.1% |
| 6M | +5.9% | -30.2% | +36.1% | +7.9% |
| YTD | -21.1% | -26.8% | +5.7% | -19.9% |
| 1Y | -22.5% | -25.3% | +2.8% | -21.5% |
| 3Y | -39.0% | -7.8% | -31.2% | -38.2% |
| All | -39.0% | -8.2% | -30.8% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling