+205.0%
GLD vs LII
+162.0%
+43.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +4.7% | -0.6% | +5.3% | +4.7% |
| 30D | -0.9% | -4.6% | +3.7% | -0.7% |
| 3M | -4.4% | -21.2% | +16.8% | -3.5% |
| 6M | -13.6% | -36.4% | +22.9% | -12.1% |
| YTD | -6.0% | -28.9% | +22.9% | -4.9% |
| 1Y | +1.8% | -29.5% | +31.3% | +3.0% |
| 3Y | +103.2% | -8.6% | +111.7% | +103.8% |
| 5Y | +119.3% | +20.2% | +99.1% | +117.7% |
| All | +205.0% | +162.0% | +43.0% | +202.7% |
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