+168.6%
LII vs GAP
+20.3%
+148.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.0% | -4.3% | +2.3% | -1.2% |
| 3M | -20.2% | +9.4% | -29.6% | -22.0% |
| 6M | -32.5% | -3.3% | -29.3% | -32.9% |
| YTD | -27.4% | -10.5% | -16.8% | -27.0% |
| 1Y | -28.2% | -2.4% | -25.8% | -29.1% |
| 3Y | -7.2% | +80.1% | -87.3% | -22.8% |
| 5Y | +19.9% | +6.5% | +13.5% | +4.2% |
| 10Y | +168.6% | +14.6% | +154.0% | +100.7% |
| All | +168.6% | +20.3% | +148.3% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling