+5,240.8%
GRMN vs LII
+7,744.7%
-2,503.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.5% |
| 7D | -2.9% | -0.7% | -2.1% | -2.6% |
| 30D | -8.4% | -12.6% | +4.2% | -4.1% |
| 3M | +15.0% | -24.4% | +39.4% | +23.6% |
| 6M | +11.2% | -28.7% | +39.9% | +21.5% |
| YTD | +37.7% | -19.1% | +56.8% | +43.2% |
| 1Y | +18.5% | -29.7% | +48.2% | +29.3% |
| 3Y | +175.8% | +4.8% | +171.0% | +153.5% |
| 5Y | +75.1% | +24.6% | +50.5% | +48.2% |
| 10Y | +637.0% | +169.2% | +467.8% | +357.1% |
| All | +5,240.8% | +7,744.7% | -2,503.8% | +968.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling