-30.0%
GLXY vs LII
-40.5%
+10.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.8% | +12.4% | +12.9% |
| 7D | +14.3% | -2.3% | +16.6% | +15.3% |
| 30D | -19.6% | -1.7% | -17.9% | -20.5% |
| 3M | -20.7% | -18.3% | -2.4% | -14.2% |
| 6M | -49.6% | -32.3% | -17.3% | -40.6% |
| YTD | -28.6% | -27.1% | -1.5% | -20.8% |
| 1Y | -48.0% | -27.2% | -20.9% | -42.0% |
| All | -30.0% | -40.5% | +10.5% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling