+254.6%
GLW vs LII
+20.3%
+234.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.1% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -18.2% | -1.7% | -16.5% | -18.4% |
| 3M | -24.2% | -18.3% | -5.9% | -18.9% |
| 6M | -41.7% | -32.3% | -9.4% | -33.4% |
| YTD | +38.3% | -27.1% | +65.4% | +53.1% |
| 1Y | +38.2% | -27.2% | +65.4% | +53.0% |
| 3Y | +363.4% | -8.9% | +372.3% | +354.6% |
| 5Y | +254.6% | +19.7% | +234.9% | +191.8% |
| All | +254.6% | +20.3% | +234.3% | +191.8% |
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