+240.5%
GM vs LII
+952.0%
-711.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | +2.7% | -0.6% | +3.3% | +2.4% |
| 3M | -0.4% | -17.0% | +16.6% | +8.4% |
| 6M | +13.3% | -31.1% | +44.4% | +31.9% |
| YTD | +6.8% | -27.7% | +34.4% | +19.3% |
| 1Y | +21.1% | -26.2% | +47.3% | +33.8% |
| 3Y | +231.0% | -9.6% | +240.7% | +212.5% |
| 5Y | +41.9% | +15.7% | +26.3% | +13.6% |
| 10Y | +205.7% | +166.9% | +38.8% | +51.3% |
| All | +240.5% | +952.0% | -711.4% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling