-55.4%
GTLB vs LII
+30.7%
-86.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.4% |
| 7D | -6.6% | +0.5% | -7.0% | -6.8% |
| 30D | +13.7% | -11.2% | +25.0% | +21.1% |
| 3M | +52.9% | -28.8% | +81.7% | +77.6% |
| 6M | +88.5% | -26.9% | +115.4% | +108.8% |
| YTD | +23.4% | -22.2% | +45.6% | +27.6% |
| 1Y | -3.8% | -32.0% | +28.1% | +8.8% |
| 3Y | -11.5% | -0.4% | -11.0% | -37.9% |
| All | -55.4% | +30.7% | -86.1% | -80.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling