-4.1%
GTLB vs LII
+6.0%
-10.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +11.1% | -0.7% | +11.8% | +11.2% |
| 30D | +37.8% | -12.6% | +50.4% | +42.1% |
| 3M | +61.6% | -24.4% | +86.0% | +69.6% |
| 6M | +98.9% | -28.7% | +127.6% | +111.6% |
| YTD | +32.8% | -19.1% | +51.9% | +32.0% |
| 1Y | +14.7% | -29.7% | +44.4% | +21.6% |
| All | -4.1% | +6.0% | -10.0% | -23.5% |
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 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