+168.3%
GM vs LII
+2.8%
+165.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.8% |
| 7D | +0.4% | +2.1% | -1.7% | -0.2% |
| 30D | -1.8% | -12.4% | +10.6% | +2.2% |
| 3M | +2.6% | -24.8% | +27.4% | +10.5% |
| 6M | +14.6% | -25.2% | +39.7% | +22.8% |
| YTD | +6.2% | -20.3% | +26.4% | +10.7% |
| 1Y | +48.7% | -32.9% | +81.6% | +64.5% |
| 3Y | +168.3% | +2.0% | +166.3% | +156.5% |
| All | +168.3% | +2.8% | +165.5% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling