+118.6%
GLD vs LII
+19.9%
+98.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 6M | -13.6% | -36.4% | +22.9% | -11.6% |
| YTD | -6.0% | -28.9% | +22.9% | -4.5% |
| 1Y | +1.8% | -29.5% | +31.3% | +3.4% |
| 3Y | +103.2% | -8.6% | +111.7% | +104.2% |
| All | +118.6% | +19.9% | +98.6% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling