+27.6%
LII vs GAP
+9.0%
+18.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -4.5% | +3.7% | +0.2% |
| 30D | -12.6% | +9.0% | -21.6% | -14.4% |
| 3M | -24.4% | +5.0% | -29.4% | -25.5% |
| 6M | -28.7% | -17.8% | -10.9% | -26.7% |
| YTD | -19.1% | -10.4% | -8.8% | -18.5% |
| 1Y | -29.7% | -3.4% | -26.3% | -30.5% |
| 3Y | +4.8% | +111.5% | -106.7% | -17.8% |
| All | +27.6% | +9.0% | +18.7% | +2.1% |
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 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