-27.8%
LII vs GAP
-4.6%
-23.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.9% |
| 6M | -32.5% | -3.3% | -29.3% | -33.0% |
| YTD | -27.4% | -10.5% | -16.8% | -27.6% |
| All | -27.8% | -4.6% | -23.2% | -30.1% |
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