+126.0%
GOOGL vs LII
-8.2%
+134.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.9% | +2.9% | +0.9% | +3.4% |
| 30D | -14.9% | +0.9% | -15.8% | -15.3% |
| 3M | -14.6% | -15.5% | +1.0% | -12.4% |
| 6M | -26.4% | -30.2% | +3.8% | -23.0% |
| YTD | -5.3% | -26.8% | +21.5% | -2.3% |
| 1Y | +6.5% | -25.3% | +31.7% | +9.3% |
| 3Y | +126.0% | -7.8% | +133.8% | +134.1% |
| All | +126.0% | -8.2% | +134.2% | +134.1% |
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