+580.9%
GLW vs LII
+2,790.7%
-2,209.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -11.9% |
| 7D | -19.7% | +0.2% | -19.9% | -19.8% |
| 30D | -38.8% | -4.6% | -34.2% | -38.2% |
| 3M | -33.9% | -21.7% | -12.2% | -28.2% |
| 6M | -36.0% | -32.8% | -3.2% | -26.8% |
| YTD | +18.7% | -27.5% | +46.3% | +31.5% |
| 1Y | +19.8% | -28.0% | +47.8% | +32.8% |
| 3Y | +294.3% | -7.2% | +301.5% | +285.8% |
| 5Y | +205.7% | +22.6% | +183.1% | +162.1% |
| 10Y | +493.8% | +171.5% | +322.2% | +274.4% |
| All | +580.9% | +2,790.7% | -2,209.7% | +46.7% |
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