+19.7%
GS vs LII
-26.0%
+45.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.7% |
| 7D | +0.3% | +7.9% | -7.6% | -1.4% |
| 30D | +3.9% | -0.6% | +4.5% | +3.6% |
| 3M | -11.4% | -19.3% | +7.9% | -6.9% |
| 6M | +3.7% | -29.8% | +33.5% | +12.1% |
| YTD | +7.1% | -25.4% | +32.5% | +10.8% |
| 1Y | +19.7% | -26.2% | +45.9% | +24.5% |
| All | +19.7% | -26.0% | +45.7% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling