+5.6%
GTLB vs LII
-8.2%
+13.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.7% |
| 7D | -0.7% | +2.9% | -3.7% | -1.3% |
| 30D | -10.2% | +0.9% | -11.1% | -10.7% |
| 3M | +10.1% | -15.5% | +25.6% | +13.6% |
| 6M | +116.5% | -30.2% | +146.7% | +128.3% |
| YTD | +27.2% | -26.8% | +54.0% | +28.4% |
| 1Y | +8.6% | -25.3% | +33.8% | +8.0% |
| 3Y | +5.6% | -7.8% | +13.3% | -10.7% |
| All | +5.6% | -8.2% | +13.7% | -10.7% |
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