+654.4%
GOOG vs LII
+166.2%
+488.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -18.1% | -2.4% | -15.7% | -18.0% |
| 3M | -19.9% | -17.5% | -2.4% | -15.5% |
| 6M | -28.2% | -32.8% | +4.7% | -20.4% |
| YTD | -9.0% | -27.7% | +18.7% | -2.7% |
| 1Y | -1.7% | -28.1% | +26.4% | +5.2% |
| 3Y | +114.5% | -9.7% | +124.2% | +99.5% |
| 5Y | +96.2% | +19.5% | +76.7% | +57.1% |
| 10Y | +654.4% | +170.6% | +483.7% | +353.2% |
| All | +654.4% | +166.2% | +488.1% | +353.2% |
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