+816.6%
GLD vs LII
+2,895.4%
-2,078.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -12.6% | +17.0% | +4.8% |
| 3M | -1.1% | -24.4% | +23.3% | -0.4% |
| 6M | -13.8% | -28.7% | +14.9% | -13.1% |
| YTD | +2.6% | -19.1% | +21.8% | +3.2% |
| 1Y | +24.5% | -29.7% | +54.2% | +25.5% |
| 3Y | +125.8% | +4.8% | +121.1% | +125.0% |
| 5Y | +137.8% | +24.6% | +113.2% | +135.3% |
| 10Y | +221.4% | +169.2% | +52.2% | +211.9% |
| All | +816.6% | +2,895.4% | -2,078.9% | +682.3% |
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