+746.1%
GLD vs LII
+2,585.4%
-1,839.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -1.8% | -4.6% | +2.8% | -1.7% |
| 3M | -3.6% | -21.7% | +18.0% | -2.9% |
| 6M | -10.2% | -32.8% | +22.6% | -9.3% |
| YTD | -5.3% | -27.5% | +22.3% | -4.5% |
| 1Y | +2.5% | -28.0% | +30.4% | +3.3% |
| 3Y | +103.2% | -7.2% | +110.4% | +103.2% |
| 5Y | +121.1% | +22.6% | +98.5% | +119.0% |
| 10Y | +201.9% | +171.5% | +30.3% | +193.1% |
| All | +746.1% | +2,585.4% | -1,839.3% | +624.3% |
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