+493.9%
GLW vs LII
+162.0%
+331.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.5% |
| 7D | -13.9% | -0.6% | -13.3% | -13.8% |
| 30D | -35.0% | -4.6% | -30.4% | -34.4% |
| 3M | -32.4% | -21.2% | -11.1% | -25.7% |
| 6M | -41.3% | -36.4% | -4.9% | -29.7% |
| YTD | +21.8% | -28.9% | +50.8% | +38.2% |
| 1Y | +21.8% | -29.5% | +51.4% | +38.5% |
| 3Y | +307.7% | -8.6% | +316.2% | +289.8% |
| 5Y | +213.7% | +20.2% | +193.5% | +152.1% |
| All | +493.9% | +162.0% | +331.9% | +208.0% |
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