+167.2%
LII vs GAP
+34.2%
+133.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | -12.4% | +9.3% | -21.7% | -14.1% |
| 3M | -24.8% | +6.1% | -30.9% | -25.9% |
| 6M | -25.2% | -2.3% | -22.9% | -25.6% |
| YTD | -20.3% | -10.6% | -9.7% | -19.6% |
| 1Y | -32.9% | -4.4% | -28.5% | -33.5% |
| 3Y | +2.0% | +118.3% | -116.3% | -18.2% |
| 5Y | +24.4% | +12.2% | +12.3% | +7.3% |
| 10Y | +167.2% | +33.7% | +133.5% | +100.6% |
| All | +167.2% | +34.2% | +133.0% | +100.6% |
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