-28.1%
LII vs GAP
-5.7%
-22.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -2.4% | -5.4% | +3.0% | -1.4% |
| 3M | -17.5% | +2.9% | -20.4% | -18.2% |
| 6M | -32.8% | -4.4% | -28.4% | -33.2% |
| YTD | -27.7% | -11.6% | -16.1% | -27.8% |
| 1Y | -28.1% | -6.0% | -22.0% | -30.2% |
| All | -28.1% | -5.7% | -22.4% | -30.2% |
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