+20.4%
LII vs GAP
+5.0%
+15.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.1% |
| 7D | -0.6% | -3.8% | +3.2% | +0.2% |
| 30D | -4.6% | -9.0% | +4.4% | -2.8% |
| 3M | -21.2% | +5.5% | -26.7% | -22.5% |
| 6M | -36.4% | -11.1% | -25.4% | -35.6% |
| YTD | -28.9% | -13.6% | -15.4% | -28.0% |
| 1Y | -29.5% | -2.9% | -26.7% | -30.5% |
| 3Y | -8.6% | +69.6% | -78.2% | -24.4% |
| All | +20.4% | +5.0% | +15.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling