+605.7%
GRMN vs LII
+166.1%
+439.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +3.5% | -0.6% | +4.1% | +3.7% |
| 3M | -7.3% | -17.0% | +9.7% | -1.4% |
| 6M | +21.8% | -31.1% | +52.9% | +34.0% |
| YTD | +42.8% | -27.7% | +70.5% | +52.8% |
| 1Y | +46.5% | -26.2% | +72.6% | +55.2% |
| 3Y | +158.3% | -9.6% | +167.9% | +143.4% |
| 5Y | +122.6% | +15.7% | +107.0% | +82.5% |
| All | +605.7% | +166.1% | +439.6% | +359.7% |
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