+326.8%
GIS vs LII
+3,124.4%
-2,797.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.6% |
| 7D | -7.8% | -0.7% | -7.1% | -7.8% |
| 30D | +6.6% | -12.6% | +19.2% | +7.9% |
| 3M | +21.0% | -24.4% | +45.4% | +23.8% |
| 6M | -9.1% | -28.7% | +19.6% | -6.6% |
| YTD | -13.6% | -19.1% | +5.5% | -12.4% |
| 1Y | -18.0% | -29.7% | +11.7% | -15.9% |
| 3Y | -33.7% | +4.8% | -38.4% | -35.2% |
| 5Y | -19.4% | +24.6% | -44.0% | -23.5% |
| 10Y | -21.3% | +169.2% | -190.5% | -31.3% |
| All | +326.8% | +3,124.4% | -2,797.5% | +201.9% |
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