+212.6%
GLW vs LII
+19.9%
+192.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.3% |
| 7D | -13.9% | -0.6% | -13.3% | -13.8% |
| 30D | -35.0% | -4.6% | -30.4% | -34.5% |
| 3M | -32.4% | -21.2% | -11.1% | -26.7% |
| 6M | -41.3% | -36.4% | -4.9% | -31.6% |
| YTD | +21.8% | -28.9% | +50.8% | +36.0% |
| 1Y | +21.8% | -29.5% | +51.4% | +36.3% |
| 3Y | +307.7% | -8.6% | +316.2% | +298.9% |
| All | +212.6% | +19.9% | +192.7% | +155.8% |
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