+146.8%
GOOG vs LII
+2.8%
+144.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | -5.1% | -12.4% | +7.4% | -2.8% |
| 3M | -7.1% | -24.8% | +17.7% | -3.2% |
| 6M | +12.7% | -25.2% | +37.8% | +16.9% |
| YTD | +7.1% | -20.3% | +27.3% | +9.4% |
| 1Y | +43.6% | -32.9% | +76.5% | +51.7% |
| 3Y | +146.8% | +2.0% | +144.7% | +130.6% |
| All | +146.8% | +2.8% | +144.0% | +130.6% |
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