+120.7%
GOOGL vs LII
-8.7%
+129.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.1% |
| 7D | +1.8% | -0.6% | +2.4% | +1.9% |
| 30D | -18.8% | -4.6% | -14.2% | -18.4% |
| 3M | -20.3% | -21.2% | +0.9% | -17.4% |
| 6M | -28.4% | -36.4% | +8.1% | -23.7% |
| YTD | -8.8% | -28.9% | +20.1% | -5.5% |
| 1Y | +0.3% | -29.5% | +29.8% | +4.0% |
| 3Y | +120.7% | -8.6% | +129.3% | +120.9% |
| All | +120.7% | -8.7% | +129.5% | +120.9% |
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