+638.2%
GLW vs LII
+2,783.5%
-2,145.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -11.1% | +0.4% | -11.5% | -11.2% |
| 30D | -28.4% | -2.4% | -26.0% | -28.4% |
| 3M | -28.8% | -17.5% | -11.3% | -24.2% |
| 6M | -39.8% | -32.8% | -7.0% | -31.2% |
| YTD | +28.7% | -27.7% | +56.4% | +42.7% |
| 1Y | +27.7% | -28.1% | +55.8% | +41.7% |
| 3Y | +331.3% | -9.7% | +341.0% | +326.5% |
| 5Y | +233.4% | +19.5% | +214.0% | +188.8% |
| 10Y | +521.8% | +170.6% | +351.2% | +292.7% |
| All | +638.2% | +2,783.5% | -2,145.3% | +59.2% |
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