+1,860.3%
GS vs LII
+2,790.7%
-930.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.3% |
| 7D | -6.3% | +0.2% | -6.5% | -6.4% |
| 30D | -3.1% | -4.6% | +1.5% | -1.8% |
| 3M | -17.7% | -21.7% | +4.0% | -10.1% |
| 6M | -4.6% | -32.8% | +28.2% | +9.1% |
| YTD | +0.3% | -27.5% | +27.8% | +10.2% |
| 1Y | +11.7% | -28.0% | +39.7% | +22.9% |
| 3Y | +183.6% | -7.2% | +190.8% | +174.6% |
| 5Y | +141.0% | +22.6% | +118.4% | +103.2% |
| 10Y | +507.4% | +171.5% | +335.9% | +267.2% |
| All | +1,860.3% | +2,790.7% | -930.4% | +363.6% |
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