+2,243.0%
GS vs LII
+3,124.4%
-881.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +0.9% | -0.7% | +1.7% | +1.2% |
| 30D | -1.6% | -12.6% | +11.0% | +3.6% |
| 3M | -4.5% | -24.4% | +20.0% | +5.0% |
| 6M | +20.9% | -28.7% | +49.6% | +35.3% |
| YTD | +19.9% | -19.1% | +39.0% | +26.9% |
| 1Y | +41.4% | -29.7% | +71.1% | +57.1% |
| 3Y | +239.2% | +4.8% | +234.4% | +214.1% |
| 5Y | +185.0% | +24.6% | +160.5% | +140.3% |
| 10Y | +655.0% | +169.2% | +485.8% | +359.5% |
| All | +2,243.0% | +3,124.4% | -881.4% | +433.9% |
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