+211.6%
GM vs LII
+169.1%
+42.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -0.2% | +2.9% | -3.1% | -1.5% |
| 30D | +3.6% | +0.9% | +2.6% | +2.5% |
| 3M | -0.2% | -15.5% | +15.3% | +7.4% |
| 6M | +13.9% | -30.2% | +44.1% | +31.2% |
| YTD | +6.5% | -26.8% | +33.3% | +17.8% |
| 1Y | +20.7% | -25.3% | +45.9% | +31.9% |
| 3Y | +229.5% | -7.8% | +237.2% | +203.1% |
| 5Y | +41.5% | +17.0% | +24.6% | +9.5% |
| All | +211.6% | +169.1% | +42.5% | +62.1% |
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