+303.4%
GIS vs LII
+2,734.1%
-2,430.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.4% |
| 7D | +3.6% | -0.6% | +4.2% | +3.6% |
| 30D | +13.9% | -4.6% | +18.5% | +14.4% |
| 3M | +0.3% | -21.2% | +21.5% | +2.6% |
| 6M | +5.0% | -36.4% | +41.4% | +9.1% |
| YTD | -18.4% | -28.9% | +10.6% | -16.2% |
| 1Y | -17.4% | -29.5% | +12.1% | -15.3% |
| 3Y | -36.9% | -8.6% | -28.4% | -37.5% |
| 5Y | -30.4% | +20.2% | -50.6% | -33.7% |
| 10Y | -13.6% | +166.2% | -179.8% | -24.5% |
| All | +303.4% | +2,734.1% | -2,430.8% | +188.8% |
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 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