+80.5%
GM vs LII
+21.2%
+59.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | +0.1% | -1.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -4.6% | -11.2% | +6.6% | +0.3% |
| 3M | +0.2% | -28.8% | +29.0% | +13.4% |
| 6M | +12.6% | -26.9% | +39.5% | +24.9% |
| YTD | +3.7% | -22.2% | +25.9% | +10.8% |
| 1Y | +45.6% | -32.0% | +77.6% | +65.0% |
| 3Y | +162.0% | -0.4% | +162.4% | +129.2% |
| 5Y | +80.5% | +22.4% | +58.0% | +31.7% |
| All | +80.5% | +21.2% | +59.3% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling