-55.2%
GLXY vs LII
-26.0%
-29.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.6% | -20.6% | -17.9% |
| 7D | -26.8% | +7.9% | -34.7% | -28.7% |
| 30D | -38.3% | -0.6% | -37.7% | -39.0% |
| 3M | -36.9% | -19.3% | -17.6% | -31.7% |
| 6M | -52.1% | -29.8% | -22.3% | -44.9% |
| YTD | -37.5% | -25.4% | -12.1% | -33.1% |
| 1Y | -55.2% | -26.2% | -29.0% | -51.3% |
| All | -55.2% | -26.0% | -29.2% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling