+254.0%
GM vs LII
+956.2%
-702.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.3% |
| 30D | +8.4% | -2.0% | +10.3% | +8.7% |
| 3M | +2.6% | -20.2% | +22.8% | +13.7% |
| 6M | +14.3% | -32.5% | +46.8% | +34.4% |
| YTD | +11.0% | -27.4% | +38.3% | +23.8% |
| 1Y | +27.8% | -28.2% | +56.0% | +43.2% |
| 3Y | +246.7% | -7.2% | +253.9% | +222.6% |
| 5Y | +59.6% | +19.9% | +39.6% | +25.3% |
| 10Y | +249.1% | +168.6% | +80.5% | +72.2% |
| All | +254.0% | +956.2% | -702.2% | -25.0% |
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 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