+915.9%
GLW vs LII
+3,124.4%
-2,208.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.2% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | -1.3% | -12.6% | +11.3% | +3.8% |
| 3M | -21.8% | -24.4% | +2.6% | -13.8% |
| 6M | +6.9% | -28.7% | +35.6% | +20.8% |
| YTD | +77.2% | -19.1% | +96.3% | +90.0% |
| 1Y | +123.2% | -29.7% | +152.9% | +151.0% |
| 3Y | +400.0% | +4.8% | +395.2% | +370.2% |
| 5Y | +342.8% | +24.6% | +318.2% | +280.7% |
| 10Y | +771.4% | +169.2% | +602.2% | +454.4% |
| All | +915.9% | +3,124.4% | -2,208.5% | +112.0% |
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 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