+215.1%
GM vs LII
+172.8%
+42.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.8% | -2.3% | -1.5% | -2.7% |
| 30D | +7.9% | -1.7% | +9.6% | +8.1% |
| 3M | -0.3% | -18.3% | +18.0% | +9.1% |
| 6M | +18.6% | -32.3% | +50.9% | +38.7% |
| YTD | +10.0% | -27.1% | +37.2% | +22.0% |
| 1Y | +25.9% | -27.2% | +53.1% | +39.5% |
| 3Y | +241.2% | -8.9% | +250.1% | +216.2% |
| 5Y | +50.0% | +19.7% | +30.4% | +14.6% |
| 10Y | +215.1% | +168.9% | +46.2% | +65.8% |
| All | +215.1% | +172.8% | +42.3% | +65.8% |
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