+8.9%
GTLB vs LII
-8.9%
+17.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -9.6% | -1.2% | -8.4% | -9.4% |
| 30D | -14.5% | -2.0% | -12.5% | -14.4% |
| 3M | +20.9% | -20.2% | +41.1% | +26.2% |
| 6M | +81.4% | -32.5% | +113.9% | +93.2% |
| YTD | +25.6% | -27.4% | +52.9% | +26.9% |
| 1Y | +3.4% | -28.2% | +31.6% | +4.7% |
| 3Y | +8.9% | -7.2% | +16.1% | -9.0% |
| All | +8.9% | -8.9% | +17.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling