+184.7%
GRMN vs LII
+6.0%
+178.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | -8.4% | -12.6% | +4.2% | -5.9% |
| 3M | +15.0% | -24.4% | +39.4% | +19.2% |
| 6M | +11.2% | -28.7% | +39.9% | +17.0% |
| YTD | +37.7% | -19.1% | +56.8% | +38.1% |
| 1Y | +18.5% | -29.7% | +48.2% | +24.3% |
| All | +184.7% | +6.0% | +178.7% | +162.2% |
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