+233.0%
GM vs LII
+170.6%
+62.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.7% | +3.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.6% |
| 30D | -3.4% | -13.5% | +10.1% | +3.4% |
| 3M | +8.7% | -26.0% | +34.7% | +22.6% |
| 6M | +15.4% | -26.8% | +42.2% | +29.7% |
| YTD | +6.6% | -22.9% | +29.5% | +15.7% |
| 1Y | +51.5% | -32.6% | +84.1% | +75.1% |
| 3Y | +169.3% | -1.3% | +170.6% | +140.0% |
| 5Y | +81.6% | +23.1% | +58.5% | +37.8% |
| All | +233.0% | +170.6% | +62.4% | +74.0% |
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 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