+141.0%
GS vs LII
+22.0%
+119.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.4% |
| 7D | -6.3% | +0.2% | -6.5% | -6.3% |
| 30D | -3.1% | -4.6% | +1.5% | -2.0% |
| 3M | -17.7% | -21.7% | +4.0% | -10.9% |
| 6M | -4.6% | -32.8% | +28.2% | +7.7% |
| YTD | +0.3% | -27.5% | +27.8% | +8.8% |
| 1Y | +11.7% | -28.0% | +39.7% | +21.4% |
| 3Y | +183.6% | -7.2% | +190.8% | +170.1% |
| 5Y | +141.0% | +22.6% | +118.4% | +91.8% |
| All | +141.0% | +22.0% | +119.0% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling