-5.8%
GPN vs LII
-8.9%
+3.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +18.9% | -2.0% | +20.9% | +19.0% |
| 3M | +13.8% | -20.2% | +34.1% | +20.9% |
| 6M | +42.3% | -32.5% | +74.8% | +56.4% |
| YTD | +27.6% | -27.4% | +55.0% | +34.7% |
| 1Y | +30.3% | -28.2% | +58.4% | +38.0% |
| 3Y | -5.8% | -7.2% | +1.4% | -8.2% |
| All | -5.8% | -8.9% | +3.2% | -8.2% |
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 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