-26.2%
LII vs GAP
-9.8%
-16.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -0.2% | -5.2% | +5.0% | +0.9% |
| 30D | -0.6% | -6.9% | +6.3% | +0.8% |
| 3M | -17.0% | +5.7% | -22.7% | -18.1% |
| 6M | -31.1% | +0.9% | -32.0% | -32.6% |
| YTD | -27.7% | -14.5% | -13.2% | -27.3% |
| 1Y | -26.2% | -12.1% | -14.0% | -27.2% |
| All | -26.2% | -9.8% | -16.3% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling