+630.9%
GRMN vs LII
+167.7%
+463.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | -11.3% | -12.4% | +1.1% | -7.3% |
| 3M | +17.7% | -24.8% | +42.5% | +26.2% |
| 6M | +14.2% | -25.2% | +39.3% | +21.9% |
| YTD | +37.0% | -20.3% | +57.3% | +42.0% |
| 1Y | +17.0% | -32.9% | +49.9% | +29.6% |
| 3Y | +183.2% | +2.0% | +181.2% | +155.6% |
| 5Y | +77.3% | +24.4% | +52.8% | +42.2% |
| 10Y | +630.9% | +167.2% | +463.7% | +367.6% |
| All | +630.9% | +167.7% | +463.2% | +367.6% |
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 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