-55.1%
GTLB vs LII
+21.4%
-76.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | -10.9% | +0.4% | -11.3% | -11.1% |
| 30D | -15.3% | -2.4% | -12.9% | -15.0% |
| 3M | +14.6% | -17.5% | +32.0% | +25.5% |
| 6M | +79.6% | -32.8% | +112.4% | +111.8% |
| YTD | +24.3% | -27.7% | +52.0% | +32.2% |
| 1Y | +1.0% | -28.1% | +29.1% | +6.9% |
| 3Y | +4.6% | -9.7% | +14.3% | -22.3% |
| 5Y | -63.7% | +19.5% | -83.2% | -83.7% |
| All | -55.1% | +21.4% | -76.5% | -79.8% |
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